Thompson Sampling for Stochastic Control: The Finite Parameter Case

DOI10.1109/TAC.2017.2653942MaRDI QIDQ4566997zbMATH OpenFDO

Authors Michael Jong Kim

Publication date 27 June 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2017.2653942

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal stochastic control (93E20)

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

This page was built for publication: Thompson Sampling for Stochastic Control: The Finite Parameter Case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4566997)