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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Bibliographic Details
Main Authors: Han Qi, Fei Guo, Li Zhu
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/27/1/51
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