Thompson Sampling for Stochastic Control: The Continuous Parameter Case

DOI10.1109/TAC.2019.2895253zbMath1482.93718OpenAlexW2911952628WikidataQ128522549 ScholiaQ128522549MaRDI QIDQ5211164

Michael Jong Kim, Dragan Banjevic

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2019.2895253

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic learning and adaptive control (93E35)

Related Items (2)

Optimal Control of Partially Observable Semi-Markovian Failing Systems: An Analysis Using a Phase Methodology ⋮ Variance Regularization in Sequential Bayesian Optimization

This page was built for publication: Thompson Sampling for Stochastic Control: The Continuous Parameter Case