Active learning in heteroscedastic noise, Theoretical Computer Science, vol.411, issue.29-30, pp.2712-2728, 2010. ,
DOI : 10.1016/j.tcs.2010.04.007
Coherent measures of risk, Mathematical finance, pp.1-24, 1996. ,
Regret bounds and minimax policies under partial monitoring, Journal of Machine Learning Research, vol.11, pp.2785-2836, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00654356
Best arm identification in multiarmed bandits, Proceedings of the Twenty-third Conference on Learning Theory (COLT'10), 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00654404
Exploration???exploitation tradeoff using variance estimates in multi-armed bandits, Theoretical Computer Science, vol.410, issue.19, pp.1876-1902, 2009. ,
DOI : 10.1016/j.tcs.2009.01.016
URL : https://hal.archives-ouvertes.fr/hal-00711069
Finite-time analysis of the multi-armed bandit problem, Machine Learning, vol.47, issue.2/3, pp.235-256, 2002. ,
DOI : 10.1023/A:1013689704352
Large deviations bounds for estimating conditional value-at-risk, Operations Research Letters, vol.35, issue.6, pp.722-730, 2007. ,
DOI : 10.1016/j.orl.2007.01.001
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.163.2599
Risk-Sensitive Online Learning, Proceedings of the 17th international conference on Algorithmic Learning Theory (ALT'06), pp.199-213, 2006. ,
DOI : 10.1007/11894841_18
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.145.6417
The Economics of Risk and Time, 2001. ,
PORTFOLIO SELECTION*, The Journal of Finance, vol.7, issue.1, pp.77-91, 1952. ,
DOI : 10.1111/j.1540-6261.1952.tb01525.x
The tight constant in the dvoretzky-kiefer-wolfowitz inequality. The Annals of Probability, pp.1269-1283, 1990. ,
Theory of games and economic behavior, 1947. ,
Some aspects of the sequential design of experiments, Bulletin of the American Mathematical Society, vol.58, issue.5, pp.527-535, 1952. ,
DOI : 10.1090/S0002-9904-1952-09620-8
Deviations of Stochastic Bandit Regret, Proceedings of the 22nd international conference on Algorithmic learning theory (ALT'11), pp.159-173, 2011. ,
DOI : 10.1007/978-3-642-24412-4_15
URL : https://hal.archives-ouvertes.fr/hal-00624461
Risk-aversion in multi-arm bandit ,
Online variance minimization, Proceedings of the 19th Annual Conference on Learning Theory (COLT'06), pp.514-528, 2006. ,