REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA
Master's
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2020
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sg-nus-scholar.10635-1825652020-11-01T13:31:20Z REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA NAJAKORN KHAJONCHOTPANYA INST OF OPERATIONS RESEARCH & ANALYTICS Napat Rujeerapaiboon Beng Lim Andrew Ee Multi-armed bandits, Online learning, Upper confidence bound, Risk awareness, Risk aversion, Conditional value at risk Master's MASTER OF SCIENCE (RSH-IORA) 2020-10-31T18:01:02Z 2020-10-31T18:01:02Z 2020-07-08 Thesis NAJAKORN KHAJONCHOTPANYA (2020-07-08). REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/182565 en |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
content_provider |
NUS Library |
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ScholarBank@NUS |
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English |
topic |
Multi-armed bandits, Online learning, Upper confidence bound, Risk awareness, Risk aversion, Conditional value at risk |
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Multi-armed bandits, Online learning, Upper confidence bound, Risk awareness, Risk aversion, Conditional value at risk NAJAKORN KHAJONCHOTPANYA REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA |
description |
Master's |
author2 |
INST OF OPERATIONS RESEARCH & ANALYTICS |
author_facet |
INST OF OPERATIONS RESEARCH & ANALYTICS NAJAKORN KHAJONCHOTPANYA |
format |
Theses and Dissertations |
author |
NAJAKORN KHAJONCHOTPANYA |
author_sort |
NAJAKORN KHAJONCHOTPANYA |
title |
REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA |
title_short |
REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA |
title_full |
REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA |
title_fullStr |
REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA |
title_full_unstemmed |
REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA |
title_sort |
revised approach for risk-averse multi-armed bandits under cvar criteria |
publishDate |
2020 |
url |
https://scholarbank.nus.edu.sg/handle/10635/182565 |
_version_ |
1683425208733532160 |