Learning to Optimize via Posterior Sampling (Q5247618)

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scientific article; zbMATH DE number 6430560
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English
Learning to Optimize via Posterior Sampling
scientific article; zbMATH DE number 6430560

    Statements

    title
    Learning to Optimize via Posterior Sampling (English)
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    author
    Daniel J. Russo
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    Benjamin van Roy
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    publication date
    24 April 2015
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    zbMATH Keywords
    online optimization
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    multiarmed bandits
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    Thompson sampling
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    Identifiers

    Mathematics Subject Classification ID
    93E35
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    90C15
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    62L05
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    93C57
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    zbMATH DE Number
    6430560
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