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eess.SY2025
A Control Theory inspired Exploration Method for a Linear Bandit driven by a Linear Gaussian Dynamical System
Jonathan Gornet, Yilin Mo, Bruno Sinopoli
The paper introduces a linear bandit environment where the reward is the output of a known Linear Gaussian Dynamical System (LGDS). In this environment, we address the fundamental…
eess.SY2024
An Adaptive Method for Contextual Stochastic Multi-armed Bandits with Rewards Generated by a Linear Dynamical System
Jonathan Gornet, Mehdi Hosseinzadeh, Bruno Sinopoli
Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards coll…