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Near-Optimal MNL Bandits Under Risk Criteria
Guangyu Xi
, Chao Tao
, Yuan Zhou
Industrial and Enterprise Systems Engineering
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Keyphrases
Near-optimal
100%
Bandits
100%
Risk Criteria
100%
Under Risk
100%
Algorithm Design
25%
At-risk
25%
Empirical Performance
25%
Conditional Value
25%
Revenue Risk
25%
Multi-armed Bandit Problem
25%
Sharpe Ratio
25%
Optimal Regret
25%
Expected Revenue
25%
Mathematics
Real Data
100%
Synthetic Data
100%
Conditional Value At Risk
100%
Sharpe Ratio
100%
Entropy
100%
Computer Science
Algorithm Design
100%
Value at Risk
100%
Entropy
100%