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stat.ML2014★ 24 cited
Thompson Sampling for Learning Parameterized Markov Decision Processes
Aditya Gopalan, Shie Mannor
We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards.…
stat.ML2013
Thompson Sampling for Online Learning with Linear Experts
Aditya Gopalan
In this note, we present a version of the Thompson sampling algorithm for the problem of online linear generalization with full information (i.e., the experts setting), studied by…
stat.ML2013★ 10 cited
Thompson Sampling for Complex Bandit Problems
Aditya Gopalan, Shie Mannor, Yishay Mansour
We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each ro…