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We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems.
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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Bayesian decision problems and Markov chains
J.J. Martin · 1967
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Discrete-time controlled Markov processes with average cost criterion: a survey
A. Arapostathis, V.S. Borkar, E. Fernandez-Gaucherand, M.K. Ghosh, and S.I. Marcus · 1993
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Nonlinear Control Systems
A. Isidori · 1995
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A Bayesian framework for reinforcement learning
M. Strens · 2000
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Feedback Control of Computing Systems
Joseph L. Hellerstein, Yixin Diao, Sujay Parekh, and Dawn M. Tilbury · 2004
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Feedback Systems: An Introduction for Scientists and Engineers
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A Bayesian sampling approach to exploration in reinforcement learning
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Near-bayesian exploration in polynomial time
J. Z. Kolter and A. Y Ng · 2009
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Near-optimal regret bounds for reinforcement learning
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Regret bounds for the adaptive control of linear quadratic systems
Y. Abbasi-Yadkori and Cs. Szepesvári · 2011
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Online Learning for Linearly Parametrized Control Problems
Y. Abbasi-Yadkori · 2012
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Bayesian reinforcement learning
N. Vlassis, M. Ghavamzadeh, S. Mannor, and P. Poupart · 2012
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Scalable and efficient Bayes-adaptive reinforcement learning based on Monte-Carlo tree search
A. Guez, D. Silver, and P. Dayan · 2013
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(More) efficient reinforcement learning via posterior sampling
I. Osband, D. Russo, and B. Van Roy · 2013
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Better optimism by bayes: Adaptive planning with rich models
A. Guez, D. Silver, and P. Dayan · 2014
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