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COMPUTER
2006
13 years 9 months ago
2006
CORR
2006
Springer
13 years 9 months ago
2006
Springer
MOR
2007
13 years 9 months ago
2007
We characterize the maximum payoff that a team can guarantee against another in a class of repeated games with imperfect monitoring. Our result relies on the optimal trade-off fo...
MOR
2007
13 years 9 months ago
2007
We consider a generalization of the model of stochastic search in an out-forest, introduced and studied by Denardo, Rothblum, and Van der Heyden [1]. We provide a simple proof of ...
MOR
2010
13 years 8 months ago
2010
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the ...