Thompson Sampling: Endogenously Random Behavior in Games and Markets
نویسندگان
چکیده
منابع مشابه
Learning in Games by Random Sampling
We study repeated interactions among a ...xed set of “low rationality” players. Each player has a status quo action. Occasionally, he randomly samples other actions and changes his status quo if the sampled action yields a higher payo¤. This behavior generates a random process, the better-reply dynamics. ¤We thank seminar participants at Boston and Northwestern Universities for stimulating comm...
متن کاملEndogenously Incomplete Markets: Macroeconomic Implications
Endogenously incomplete models derive restrictions on asset trading from primitive constraints on the enforcement and monitoring technologies available to societies. They have been applied to a wide variety of macroeconomic problems. This essay reviews some of these applications and the models that underpin them.
متن کاملFreshness-Aware Thompson Sampling
To follow the dynamicity of the user’s content, researchers have recently started to model interactions between users and the ContextAware Recommender Systems (CARS) as a bandit problem where the system needs to deal with exploration and exploitation dilemma. In this sense, we propose to study the freshness of the user’s content in CARS through the bandit problem. We introduce in this paper an ...
متن کاملSpectral Thompson Sampling
Thompson Sampling (TS) has surged a lot of interest due to its good empirical performance, in particular in the computational advertising. Though successful, the tools for its performance analysis appeared only recently. In this paper, we describe and analyze SpectralTS algorithm for a bandit problem, where the payoffs of the choices are smooth given an underlying graph. In this setting, each c...
متن کاملLinear Thompson Sampling Revisited
We derive an alternative proof for the regret of Thompson sampling (TS) in the stochastic linear bandit setting. While we obtain a regret bound of order e O(d3/2 p T ) as in previous results, the proof sheds new light on the functioning of the TS. We leverage on the structure of the problem to show how the regret is related to the sensitivity (i.e., the gradient) of the objective function and h...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.3061481