Thompson Sampling for Stochastic Control: The Continuous Parameter Case

DOI10.1109/TAC.2019.2895253MaRDI QIDQ5211164zbMATH OpenOpenAlexWikidataFDO

Authors Dragan Banjevic, Michael Jong Kim

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)

Cited in

(9)

• Linear Thompson sampling revisited
• An information-theoretic analysis of Thompson sampling
• On the Prior Sensitivity of Thompson Sampling
• Thompson Sampling for Bayesian Bandits with Resets
• Variance regularization in sequential Bayesian optimization
• A Tutorial on Thompson Sampling
• Optimal control of partially observable semi-Markovian failing systems: an analysis using a phase methodology
• Sliding-Window Thompson Sampling for Non-Stationary Settings
• Thompson sampling for networked control over unknown channels

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