35 citations · 57 across the 14 of their papers we have counts for
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cs.LG2017★ 14 cited
Learning Unknown Markov Decision Processes: A Thompson Sampling Approach
Yi Ouyang, Mukul Gagrani, Ashutosh Nayyar +1
We consider the problem of learning an unknown Markov Decision Process (MDP) that is weakly communicating in the infinite horizon setting. We propose a Thompson Sampling-based rein…
eess.SY2017★ 35 cited
Learning-based Control of Unknown Linear Systems with Thompson Sampling
Yi Ouyang, Mukul Gagrani, Rahul Jain
We propose a Thompson sampling-based learning algorithm for the Linear Quadratic (LQ) control problem with unknown system parameters. The algorithm is called Thompson sampling with…