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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2019
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/77144 |