Marc Abeille, Alessandro Lazaric. Thompson Sampling for Linear-Quadratic Control Problems. In Aarti Singh, Xiaojin (Jerry) Zhu, editors, Proceedings of the 20th International Conference on Artificial Intelligence and Statistics, AISTATS 2017, 20-22 April 2017, Fort Lauderdale, FL, USA. Volume 54 of JMLR Workshop and Conference Proceedings, pages 1246-1254, JMLR.org, 2017. [doi]
Abstract is missing.