Chang, Joel Q. L.
- Risk-Constrained Thompson Sampling for CVaR Bandits
2020/11/16 by Joel Q. L. Chang, Qiuyu Zhu, Chang, Joel Q. L. +3 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Risk and Portfolio Optimization
- A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits
2021/08/25 by Joel Q. L. Chang, Vincent Y. F. Tan, Chang, Joel Q. L. +1 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Risk and Portfolio Optimization