Graduate School of Business, Stanford University, Stanford, CA, 94305; Department of Statistics, University of Georgia, Athens, GA 30602
Mohamad Kazem Shirani Faradonbeh, Mohamad Sadegh Shirani Faradonbeh, Mohsen Bayati
Reinforcement Learning;Posterior Sampling;Continuous-Time Systems;Stochastic Differential Equations;Linear Systems;Adaptive Control
Thompson Sampling Efficiently Learns to Control Diffusion Processes