conftrace_

risk-averse optimization

7 papers

Explore in graph

Co-occurring keywords · papers mentioning both

conditional value at risk (4) regret bound (3) multi-armed bandit (3) stochastic optimization (3) thompson sampling (2) markov decision process (2) cvar regret (1) stochastic cost (1) entropic risk (1) risk-averse mdp (1)

Papers

High Probability and Risk-Averse Guarantees for a Stochastic Accelerated Primal-Dual Method JMLR 2024 Batch Bayesian Optimization For Replicable Experimental Design NeurIPS 2023 Entropic Risk Optimization in Discounted MDPs AISTATS 2023 A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits AAAI 2022 CVaR-Regret Bounds for Multi-armed Bandits ACML 2022 X-Armed Bandits: Optimizing Quantiles, CVaR and Other Risks ACML 2019 Risk Aversion in Markov Decision Processes via Near Optimal Chernoff Bounds NeurIPS 2012