A General Framework for Bandit Problems Beyond Cumulative Objectives

Keyphrases

• Oracle 100%
• Bandit Problems 100%
• Cumulative Objective 100%
• Decision Maker 50%
• Regret 50%
• Common Model 50%
• At-risk 50%
• Scalar 50%
• Mean-variance 50%
• Random Variables 50%
• Reward Distribution 50%
• Multi-armed Bandit Problem 50%
• Stochastic multi-armed Bandits 50%
• Performance Metrics 50%
• Sequential Decision Problems 50%
• Upper Confidence Bound 50%
• Conditional Value 50%
• Learning Policy 50%
• Sharpe Ratio 50%
• Cumulative Reward 50%

Mathematics

• Decision Maker 100%
• Random Variable 100%
• Stochastics 100%
• Upper Confidence Bound 100%
• Mean-Variance 100%
• Conditional Value At Risk 100%
• Sharpe Ratio 100%