Technical Note—The Elliptical Potential Lemma for General Distributions with an Application to Linear Thompson Sampling

DOI10.1287/opre.2022.2274arXiv2102.07987OpenAlexW4289766939WikidataQ124826004 ScholiaQ124826004MaRDI QIDQ6152468

Mohsen Bayati, Unnamed Author

Publication date: 12 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.07987

zbMATH Keywords

Thompson samplingelliptical potential lemmastochastic linear bandit

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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