Aditya Gopalan, Shie Mannor, Yishay Mansour. Thompson Sampling for Complex Online Problems. In Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014. Volume 32 of JMLR Proceedings, pages 100-108, JMLR.org, 2014. [doi]
Abstract is missing.