The first paper of Hongda Hu‘s PhD is out, “the multi-armed bandit problem under the mean-variance setting” by Hongda Hu, with Mario Ghossoub, and Alexander Schied.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (March 25, 2025). The multi-armed bandit problem under the mean-variance setting. Freakonometrics. Retrieved April 19, 2025 from https://doi.org/10.58079/13klh