The following risk-measures and algorithms are implemented for the multi-armed bandit setting:
- Upper Confidence Bound (UCB)
- Mean Variance - Lower Confidence Bound (MV-LCB)
- Exploration-Exploitation (ExpExp)
- Eliminative Mean Variance - Upper Confidence Bound (Eliminative MV-UCB)
- Variance - Upper Confidence Bound (VaR - UCB)
- Variance - Explore-then-Commit (VaR - ETC)
- Multi-Armed Risk-Aware Bandit (MARAB)
- Multi-Armed Risk-Aware Bandit OUThandled (MARABOUT)
- cVAR-ETC (Conditional Variance - Explore-then-Commit)