Abstract. We consider the problem of sequence prediction in a probabilistic setting. Let there be given a class C of stochastic processes (probability measures on the set of one-wa...
The problem is sequence prediction in the following setting. A sequence x1, . . . , xn, . . . of discrete-valued observations is generated according to some unknown probabilistic ...
Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences and consider the question when one of the measures predicts the other, that ...
We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an age...
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...