Towards Thompson Sampling for Complex Bayesian Reasoning

Paper III, IV, and VI are not available as a part of the dissertation due to the copyright.Thompson Sampling (TS) is a state-of-art algorithm for bandit problems set in a Bayesian framework. Both the theoretical foundation and the empirical efficiency of TS is wellexplored for plain bandit problems. However, the Bayesian underpinning of TS means that TS could potentially be applied to other, more complex, problems as well, beyond the bandit problem, if suitable Bayesian structures can be found. The objective of this thesis is the development and analysis of TS-based schemes for more complex optimization problems, founded on Bayesian reasoning. We address several complex optimization problems where the previous state-of-art relies on a relatively myopic perspective on the problem. These includes stochastic searching on the line, the Goore game, the knapsack problem, travel time estimation, and equipartitioning. Instead of employing Bayesian reasoning to obtain a solution, they rely on carefully engineered rules. In all brevity, we recast each of these optimization problems in a Bayesian framework, introducing dedicated TS based solution schemes. For all of the addressed problems, the results show that besides being more effective, the TS based approaches we introduce are also capable of solving more adverse versions of the problems, such as dealing with stochastic liars.publishedVersio

Solving Two-Person Zero-Sum Stochastic Games With Incomplete Information Using Learning Automata With Artificial Barriers

Learning automata (LA) with artificially absorbing barriers was a completely new horizon of research in the 1980s (Oommen, 1986). These new machines yielded properties that were previously unknown. More recently, absorbing barriers have been introduced in continuous estimator algorithms so that the proofs could follow a martingale property, as opposed to monotonicity (Zhang et al., 2014), (Zhang et al., 2015). However, the applications of LA with artificial barriers are almost nonexistent. In that regard, this article is pioneering in that it provides effective and accurate solutions to an extremely complex application domain, namely that of solving two-person zero-sum stochastic games that are provided with incomplete information. LA have been previously used (Sastry et al., 1994) to design algorithms capable of converging to the game's Nash equilibrium under limited information. Those algorithms have focused on the case where the saddle point of the game exists in a pure strategy. However, the majority of the LA algorithms used for games are absorbing in the probability simplex space, and thus, they converge to an exclusive choice of a single action. These LA are thus unable to converge to other mixed Nash equilibria when the game possesses no saddle point for a pure strategy. The pioneering contribution of this article is that we propose an LA solution that is able to converge to an optimal mixed Nash equilibrium even though there may be no saddle point when a pure strategy is invoked. The scheme, being of the linear reward-inaction ( $L_{R-I}$ ) paradigm, is in and of itself, absorbing. However, by incorporating artificial barriers, we prevent it from being ``stuck'' or getting absorbed in pure strategies. Unlike the linear reward-εpenalty ( $L_{R-ε P}$ ) scheme proposed by Lakshmivarahan and Narendra almost four decades ago, our new scheme achieves the same goal with much less parameter tuning and in a more elegant manner. This article includes the nontrial proofs of the theoretical results characterizing our scheme and also contains experimental verification that confirms our theoretical findings.acceptedVersio

Pokemon Go: A Study on Fit in Virtual-Reality Integration

Augmented reality has become a trend today. The effects of Pokémon Go, the most popular smart phone game recently, on medicine and tourism have been explored in many studies. However, few studies on the cognition and the consistence between emotions and the integration of virtuality (the Pokémon projected in the game) and reality (information quality) have been done. With the Stimulus-Organism-Response (S-O-R) model as the framework, this study aims to explore the fit (cognitive/emotional) and reactions (user satisfaction) of the user in the virtuality-reality integration. According to the findings of this study, information quality and virtual features have significant influence on cognitive and emotional fit and emotional fit has significant influence on user satisfaction; however, cognitive fit doesn’t have significant influence on user satisfaction. It has been found that the user pays much attention to his/her feelings when playing games. Therefore, we should get acquainted with the types and emotions of game players in addition to maintaining the quality of games