Risk-Constrained Thompson Sampling for CVaR Bandits. - Joel Q. L. Chang; Qiuyu Zhu 003; Vincent Y. F. Tan (CoRR, 2020)

Thompson Sampling for Gaussian Entropic Risk Bandits. - Ming Liang Ang; Eloise Y. Y. Lim; Joel Q. L. Chang (CoRR, 2021)

A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits. - Joel Q. L. Chang; Vincent Y. F. Tan (AAAI, 2022)