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bob7783 committed Jun 24, 2019
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Algorithms for the multi-armed bandit problem
https://www.cs.mcgill.ca/~vkules/bandits.pdf

UCB REVISITED: IMPROVED REGRET BOUNDS FOR THE STOCHASTIC MULTI-ARMED BANDIT PROBLEM
http://personal.unileoben.ac.at/rortner/Pubs/UCBRev.pdf

Finite-time Analysis of the Multiarmed Bandit Problem
https://link.springer.com/article/10.1023/A:1013689704352

A Tutorial on Thompson Sampling
https://web.stanford.edu/~bvr/pubs/TS_Tutorial.pdf

An Empirical Evaluation of Thompson Sampling
https://papers.nips.cc/paper/4321-an-empirical-evaluation-of-thompson-sampling.pdf

Analysis of Thompson Sampling for the Multi-armed Bandit Problem
http://proceedings.mlr.press/v23/agrawal12/agrawal12.pdf

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