Analysis of Thompson Sampling for the multi-armed bandit problem

On the likelihood that one unknown probability exceeds another in view of the evidence of two samples

W. R. Thompson · 1933

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Monotone Convergence of Binomial Probabilities and A Generalization of Ramanujan’s equation

K. Jogdeo and S. M. Samuels · 1968

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Asymptotically efficient adaptive allocation rules

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Multi-armed Bandit Allocation Indices

J. C. Gittins · 1989

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Finite-time analysis of the multiarmed bandit problem

P. Auer, N. Cesa-Bianchi, and P. Fischer · 2002

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O.-C. Granmo · 2010

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A modern bayesian look at the multi-armed bandit

S. Scott · 2010

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An empirical evaluation of thompson sampling

O. Chapelle and L. Li · 2011

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The KL-UCB algorithm for bounded stochastic bandits and beyond

A. Garivier and O. Cappé · 2011

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Finite-time analysis of multi-armed bandits problems with kullback-leibler divergences

O.-A. Maillard, R. Munos, and G. Stoltz · 2011

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Optimistic bayesian sampling in contextual-bandit problems

B. C. May, N. Korda, A. Lee, and D. S. Leslie · 2011

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