ThompsonSamplingwithInformationRelaxation Penalties

–Neural Information Processing Systems 

Weconsider afinite-horizon multi-armed bandit (MAB) problem inaBayesian setting, for which we propose aninformation relaxation samplingframework.

Neural Information Processing Systems

Feb-14-2026, 19:58:27 GMT

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Thompson Sampling with Information Relaxation Penalties Seungki Min Columbia Business School Costis Maglaras Columbia Business School Ciamac C. Moallemi Columbia Business School

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