In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
abstract mathematics. My mentor was Professor S. Bochner, a distinguished contributor to harmonic analysis. My classmates included Richard Bellman (who later nurtured the method of...
Recent algorithmic and theoretical advances in reinforcement learning (RL) have attracted widespread interest. RL algorithmshave appeared that approximatedynamic programming on an ...
Abstract— MaxWeight algorithm, a.k.a., back-pressure algorithm, has received much attention as a viable solution for dynamic link scheduling in multi-hop wireless networks. The b...
We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...