Improved Regret Bounds for Thompson Sampling in Linear Quadratic Control Problems

Marc Abeille, Alessandro Lazaric. Improved Regret Bounds for Thompson Sampling in Linear Quadratic Control Problems. In Jennifer G. Dy, Andreas Krause 0001, editors, Proceedings of the 35th International Conference on Machine Learning, ICML 2018, Stockholmsmässan, Stockholm, Sweden, July 10-15, 2018. Volume 80 of JMLR Workshop and Conference Proceedings, pages 1-9, JMLR.org, 2018. [doi]

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