Extends Thompson sampling analysis to Borel MDPs via a three-term regret decomposition and shows exponential convergence of residual regret to zero under extended assumptions.
Stochastics: An International Journal of Probability and Stochastic Processes 20(1):51--71
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Thompson Sampling for Infinite-Horizon Discounted Decision Processes
Extends Thompson sampling analysis to Borel MDPs via a three-term regret decomposition and shows exponential convergence of residual regret to zero under extended assumptions.