Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Near-Optimal MNL Bandits Under Risk Criteria   We study MNL bandits, which is a variant of the traditional multi-armed
bandit problem, under risk criteria. Unlike the ordinary expected revenue, risk
criteria are more general goals widely used in industries and bussiness. We
design algorithms for a broad class of risk criteria, including but not limited
to the well-known conditional value-at-risk, Sharpe ratio and entropy risk, and
prove that they suffer a near-optimal regret. As a complement, we also conduct
experiments with both synthetic and real data to show the empirical performance
of our proposed algorithms.

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The categories of this paper are: solv-int
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The categories of this paper are: adap-org
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The categories of this paper are: comp-gas
3
The categories of this paper are: physics
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The categories of this paper are: dg-ga
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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: q-bio
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The categories of this paper are: quant-ph
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The categories of this paper are: eess
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The categories of this paper are: atom-ph
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The categories of this paper are: astro-ph
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The categories of this paper are: econ
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The categories of this paper are: q-fin
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The categories of this paper are: patt-sol
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The categories of this paper are: mtrl-th