Target Tracking for Contextual Bandits: Application to Demand Side Management

Margaux Brégère, Pierre Gaillard, Yannig Goude, Gilles Stoltz. Target Tracking for Contextual Bandits: Application to Demand Side Management. In Kamalika Chaudhuri, Ruslan Salakhutdinov, editors, Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA. Volume 97 of Proceedings of Machine Learning Research, pages 754-763, PMLR, 2019. [doi]

Abstract

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