Bayesian Decision-making Algorithms

Alexander Terenin

A book about the mathematics of decision-making under uncertainty, explore-exploit tradeoffs, and how to resolve them algorithmically

Contact

You can contact me via email or social media for feedback, questions, and suggestions. Please open a GitHub issue if you find any errors, whether related to the book’s technical content, or how it is rendered in any of the book’s formats.

Citation

To cite the book, please use the following BibTeX entry:

@book{terenin2026,
  title = {Bayesian Decision-making Algorithms},
  author = {Alexander Terenin},
  year = {2026},
}

Code

Code is available in two GitHub repositories:

Reference implementation for benchmarks: BayesianAlgorithms/benchmarks
The website’s TeX-to-MD-to-HTML pipeline: BayesianAlgorithms/website

Contents

Contact

Citation

Code