Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Risk averse non-stationary multi-armed bandits   This paper tackles the risk averse multi-armed bandits problem when incurred
losses are non-stationary. The conditional value-at-risk (CVaR) is used as the
objective function. Two estimation methods are proposed for this objective
function in the presence of non-stationary losses, one relying on a weighted
empirical distribution of losses and another on the dual representation of the
CVaR. Such estimates can then be embedded into classic arm selection methods
such as epsilon-greedy policies. Simulation experiments assess the performance
of the arm selection algorithms based on the two novel estimation approaches,
and such policies are shown to outperform naive benchmarks not taking
non-stationarity into account.

36
The categories of this paper are: cmp-lg
17
The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci
0
The categories of this paper are: hep-ph
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
33
The categories of this paper are: plasm-ph
25
The categories of this paper are: patt-sol
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
14
The categories of this paper are: math-ph