17 search results - page 3 / 4 » Stochastic coalescence in logarithmic time |
CORR
2011
Springer
13 years 4 months ago
2011
Springer
The analysis of online least squares estimation is at the heart of many stochastic sequential decision-making problems. We employ tools from the self-normalized processes to provi...
SIAMAM
2008
13 years 9 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
MA
2010
Springer
13 years 8 months ago
2010
Springer
Model selection by the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estima...
COLT
2010
Springer
13 years 7 months ago
2010
Springer
We consider the problem of planning in a stochastic and discounted environment with a limited numerical budget. More precisely, we investigate strategies exploring the set of poss...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of int...