Technical note: the elliptical potential lemma for general distributions with an application to linear thompson sampling
Nima Hamidi, Mohsen Bayati
| Year of publication: |
2023
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|---|---|
| Authors: | Hamidi, Nima ; Bayati, Mohsen |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 4, p. 1434-1439
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| Subject: | Stochastic Models | Thompson sampling | elliptical potential lemma | stochastic linear bandit | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2274 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338245