Search Results for author:
Found 2 papers, 0 papers with code
Approximate optimality and the risk/reward tradeoff in a class of bandit problems
This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters.
A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
This paper studies a multi-armed bandit problem where the decision-maker is loss averse, in particular she is risk averse in the domain of gains and risk loving in the domain of losses.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
