Stochastically constrained best arm identification with Thompson sampling

DOI10.1016/J.AUTOMATICA.2025.112223MaRDI QIDQ6993278zbMATH OpenFDO

Authors Siyang Gao, Cheng Li, Yi Wang, Le Yang

Publication date 25 April 2025

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2025.112223

zbMATH Keywords

best feasible arm identificationrate of posterior convergenceThompson samplingtop-two algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites work

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• Stochastically constrained best arm identification with Thompson sampling
• Stochastically Constrained Ranking and Selection via SCORE

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