A simple and optimal policy design with safety against heavy-tailed risk for stochastic bandits
David Simchi-Levi, Zeyu Zheng, Feng Zhu
| Year of publication: |
2025
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|---|---|
| Authors: | Simchi-Levi, David ; Zheng, Zeyu ; Zhu, Feng |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 71.2025, 7, p. 6298-6318
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| Subject: | instance-dependent consistency | safety | stochastic bandits | tail risk | worst-case optimality | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.03512 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015447280