Thompson Sampling is an algorithm that can be used to analyze multi-armed bandit problems. Imagine you're in a casino standing in front of three slot machines. You have 10 free plays. Each machine ...
Ferreira, Kris J., David Simchi-Levi, and He Wang. "Online Network Revenue Management Using Thompson Sampling." Operations Research 66, no. 6 (November–December 2018): 1586–1602.
Thompson Sampling is an algorithm that can be used to analyze multi-armed bandit problems. Imagine you're in a casino standing in front of three slot machines. You have 10 free plays. Each machine ...
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