We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random cov...
es of circulant matrices. Our class is broader than just circulants, and we study patterned systems using abstract algebra, specifically the observation that a set of matrices with...
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
The availability of efficient mapping systems to produce accurate representations of initially unknown environments is recognized as one of the main requirements for autonomous mo...
Abstract. We consider a novel asymptotic limit of model equations proposed to describe the formation of localized states in a vertically vibrated layer of granular material or visc...