CST, Tsinghua University, Beijing, China; IIIS, Tsinghua University, Beijing, China; IIIS, Tsinghua University, Beijing, China; Shanghai Qi Zhi Institute, Shanghai, China
Yihan Du, Siwei Wang, Zhixuan Fang, Longbo Huang
risk-aware bandits;mean-covariance metric
Continuous Mean-Covariance Bandits