Thompson Sampling with Information Relaxation Penalties
Published Online:22 May 2024https://doi.org/10.1287/mnsc.2020.01396
Supplemental Material
The replication files for this article are available HERE.
Volume 71, Issue 3
March 2025
Pages 1865-1888, iv-vi
Article Information
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- Received:May 13, 2020
- Accepted:August 03, 2021
- Published Online:May 22, 2024
Copyright © 2024, INFORMS
Cite as
Seungki Min ; , Costis Maglaras , Ciamac C. Moallemi (2024) Thompson Sampling with Information Relaxation Penalties. Management Science 71(3):1988-2010.
https://doi.org/10.1287/mnsc.2020.01396
Keywords
The authors thank Daniel Russo, Martin Haugh, David Brown, Jim Smith, and anonymous reviewers for helpful comments. A preliminary version of this paper appeared in the conference proceedings Advances in Neural Information Processing Systems 32 (NeurIPS 2019) (Min et al. 2019).
