Risk-Sensitive Online Algorithms-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Risk-Sensitive Online Algorithms

Published:2024-09-05 Issue:2 Volume:52 Page:6-8
ISSN:0163-5999
Container-title:ACM SIGMETRICS Performance Evaluation Review
language:en
Short-container-title:SIGMETRICS Perform. Eval. Rev.

Author:

Christianson Nicolas¹,Sun Bo²,Low Steven¹,Wierman Adam¹

Affiliation:

1. Caltech

2. University of Waterloo, , APO AA

Abstract

We study the design of risk-sensitive online algorithms, in which risk measures are used in the competitive analysis of randomized online algorithms.

Publisher

Association for Computing Machinery (ACM)

Link

https://dl.acm.org/doi/pdf/10.1145/3695411.3695415

Reference13 articles.

1. On the coherence of expected shortfall

2. Coherent Measures of Risk

3. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR Optimization in MDPs. In Advances in Neural Information Processing Systems, volume 27. Curran Associates, Inc., 2014.

4. N. Christianson, B. Sun, S. Low, and A. Wierman. Risk-Sensitive Online Algorithms, 2024. arXiv:2405.09859.

5. Controlling Tail Risk in Online Ski-Rental

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP