Sliding-Window Thompson Sampling for Non-Stationary Settings

DOI10.1613/JAIR.1.11407zbMATH Open1452.62171OpenAlexW3030314836MaRDI QIDQ5114784FDOQ5114784

Authors: Francesco Trovò, Marcello Restelli, Nicola Gatti 

Publication date: 26 June 2020

Published in: Journal of Artificial Intelligence Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1613/jair.1.11407

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zbMATH Keywords

sequential decision problemThompson sampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Sequential estimation (62L12)

Cited In (3)

• Thompson Sampling for Bayesian Bandits with Resets
• Multi-armed bandit problem with online clustering as side information
• On upper-confidence bound policies for switching bandit problems

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