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Linear Thompson sampling revisited

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Publication:1688988
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DOI10.1214/17-EJS1341SIzbMath1459.62012arXiv1611.06534OpenAlexW2773557179MaRDI QIDQ1688988

Alessandro Lazaric, Marc Abeille

Publication date: 12 January 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06534


zbMATH Keywords

linear banditregularized linear optimizationThompson sampling


Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Stochastic programming (90C15)


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Derivative-Free Methods for Policy Optimization: Guarantees for Linear Quadratic Systems ⋮ On adaptive linear-quadratic regulators ⋮ On the sample complexity of the linear quadratic regulator ⋮ Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ IntelligentPooling: practical Thompson sampling for mHealth ⋮ Unnamed Item




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