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Improved Regret Bounds for Thompson Sampling in Linear Quadratic Control Problems
6 references·1 citing·22 second hop
Improved Regret Bounds for Thompson Sampling in Linear Quadratic Control Problems (2018)Improved Regret Bounds for Thompson Sampl…Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds (2022)Optimistic Posterior Sampling…Model-based Reinforcement Learning and the Eluder Dimension (2014)Model-based Reinforcement Lea…Regret Bounds for the Adaptive Control of Linear Quadratic Systems (2011)Regret Bounds for the Adaptiv…Improved Algorithms for Linear Stochastic Bandits (2011)Improved Algorithms for Linea…An Empirical Evaluation of Thompson Sampling (2011)An Empirical Evaluation of Th…Near-optimal Regret Bounds for Reinforcement Learning (2010)Near-optimal Regret Bounds fo…Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret (2019)Learning Linear-Quadratic Reg…Finite-time Analysis of the Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed Bandit Problem (2002)Confronting Deep Uncertainties in Risk Analysis (2012)A Tutorial on Thompson Sampling (2018)Multi-Armed Bandit Allocation Indices. (1990)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)Some aspects of the sequential design of experiments (1952)Prediction, Learning, and Games (2006)Introduction to Multi-Armed Bandits (2019)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Learning in Structured MDPs with Convex Cost Functions: Improved Regret Bounds for Inventory Management (2022)Using confidence bounds for exploitation-exploration trade-offs (2003)Partial Monitoring with Side Information (2012)Improper Learning for Non-Stochastic Control (2020)Naive Exploration is Optimal for Online LQR (2020)Thompson Sampling for Learning Parameterized Markov Decision Processes (2014)Bootstrapped Thompson Sampling and Deep Exploration (2015)On Thompson Sampling and Asymptotic Optimality (2017)The Nonstochastic Control Problem (2019)
this work references cited by second hop

References

  • 2011An Empirical Evaluation of Thompson Sampling1,000 cited
  • 2011Improved Algorithms for Linear Stochastic Bandits860 cited
  • 2010Near-optimal Regret Bounds for Reinforcement Learning718 cited
  • 2011Regret Bounds for the Adaptive Control of Linear Quadratic Systems213 cited
  • 2022Optimistic Posterior Sampling for Reinforcement Learning: Worst-Case Regret Bounds87 cited
  • 2014Model-based Reinforcement Learning and the Eluder Dimension75 cited

Cited by

  • 2019Learning Linear-Quadratic Regulators Efficiently with only $\sqrt{T}$ Regret48 cited

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