Daniel Russo, Benjamin Van Roy. Learning to Optimize via Posterior Sampling. Math. Oper. Res., 39(4):1221-1243, 2014. [doi]
@article{RussoR14-0,
title = {Learning to Optimize via Posterior Sampling},
author = {Daniel Russo and Benjamin Van Roy},
year = {2014},
doi = {10.1287/moor.2014.0650},
url = {http://dx.doi.org/10.1287/moor.2014.0650},
researchr = {https://researchr.org/publication/RussoR14-0},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {39},
number = {4},
pages = {1221-1243},
}