REVISED APPROACH FOR RISK-AVERSE MULTI-ARMED BANDITS UNDER CVAR CRITERIA

Master's

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Main Author: NAJAKORN KHAJONCHOTPANYA
Other Authors: INST OF OPERATIONS RESEARCH & ANALYTICS
Format: Theses and Dissertations
Language:English
Published: 2020
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/182565
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Institution: National University of Singapore
Language: English
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spelling 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
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
language English
topic Multi-armed bandits, Online learning, Upper confidence bound, Risk awareness, Risk aversion, Conditional value at risk
spellingShingle 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
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