Pricing problems with Thompson sampling

In 1933, William R. Thompson proposed an algorithm known as Thompson sampling in order to maximise culmulative payo in a multi-armed bandit (MAB) problem. MAB problems have been fre- quently used to model real-life decision making scenarios. This pa- per explores the extension of Thompson sampl...

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Bibliographic Details
Main Author: Lee, Samuel Wai Leong
Other Authors: Yan Zhenzhen
Format: Final Year Project
Language:English
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10356/77144
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Institution: Nanyang Technological University
Language: English