Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure

Sattar Vakili, Qing Zhao. Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure. J. Sel. Topics Signal Processing, 10(6):1093-1111, 2016. [doi]

@article{VakiliZ16,
  title = {Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure},
  author = {Sattar Vakili and Qing Zhao},
  year = {2016},
  doi = {10.1109/JSTSP.2016.2592622},
  url = {http://dx.doi.org/10.1109/JSTSP.2016.2592622},
  researchr = {https://researchr.org/publication/VakiliZ16},
  cites = {0},
  citedby = {0},
  journal = {J. Sel. Topics Signal Processing},
  volume = {10},
  number = {6},
  pages = {1093-1111},
}