Eric Denardo, Yale University & Kenan Trust Visiting Professor for Distinguished Teaching, Princeton University

Overview of the Multi-Armed Bandit Literature with an Emphasis on Risk Aversion
Date
Dec 7, 2004, 4:30 pm5:30 pm
Location
004 - Friend Center
Event Description

An introduction to the multi-armed bandit.  This talk stresses intuition, includes no proofs, and discusses joint work with Rothblum, Park and Van der Heyden on the case of a risk-averse exponential utility function.

Event Category
ORFE Department Colloquia