Thompson Sampling for Non-Stationary Bandit Problems
Non-stationary multi-armed bandit (MAB) problems have recently attracted extensive attention. We focus on the abruptly changing scenario where reward distributions remain constant for a certain period and change at unknown time steps. Although Thompson sampling (TS) has shown success in non-stationa...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2025-01-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/27/1/51 |
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