Jonathan Gornet, Mehdi Hosseinzadeh 0002, Bruno Sinopoli. Stochastic Multi-Armed Bandits with Non-Stationary Rewards Generated by a Linear Dynamical System. In 61st IEEE Conference on Decision and Control, CDC 2022, Cancun, Mexico, December 6-9, 2022. pages 1460-1465, IEEE, 2022. [doi]
Abstract is missing.