Optimizing sharpe ratio: risk-adjusted decision-making in multi-armed bandits. - Sabrina Khurshid; Mohammed Shahid Abdulla; Gourab Ghatak (Mach. Learn., 2025)

Variance-Optimal Arm Selection: Regret Minimization and Best Arm Identification. - Sabrina Khurshid; Gourab Ghatak; Mohammed Shahid Abdulla (CoRR, 2025)

Order Optimal Regret Bounds for Sharpe Ratio Optimization in the Bandit Setting. - Mohammad Taha Shah; Sabrina Khurshid; Gourab Ghatak (CoRR, 2025)