A Simple and Optimal Policy Design with Safety against Heavy-tailed Risk for Multi-armed Bandits

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TitleA Simple and Optimal Policy Design with Safety against Heavy-tailed Risk for Multi-armed Bandits
Publication TypeJournal Article
Year of Publication2022
AuthorsSimchi-Levi D., Zheng Z., Zhu F.
JournalTo appear in NeurIPS 2022
Date Published2022

Type: 

Theory