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Stochastic Multi-Armed Bandits with Non-Stationary Rewards Generated by a Linear Dynamical System.

Jonathan GornetMehdi HosseinzadehBruno Sinopoli
Published in: CDC (2022)
Keyphrases
  • non stationary
  • multi armed bandits
  • bandit problems
  • multi armed bandit
  • linear dynamical systems
  • dynamical systems
  • dynamic textures
  • latent variable models
  • decision problems