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ORL
2007
13 years 8 months ago
2007
The purpose of this note is to give a probability bound on symmetric matrices to improve an error bound in the Approximate S-Lemma used in establishing levels of conservatism resu...
ORL
2007
13 years 8 months ago
2007
We propose online decision strategies for time-dependent sequences of linear programs which use no distributional and minimal geometric assumptions about the data. These strategies...
ORL
2007
13 years 8 months ago
2007
We clarify a financial meaning of duality in the semi-infinite programming problem which emerges in the context of determining a derivative price range based only on the no-arbi...
ORL
2007
13 years 8 months ago
2007
In ergodic MDPs we consider stationary distributions of policies that coincide in all but n states, in which one of two possible actions is chosen. We give conditions and formulas...
ORL
2007
13 years 8 months ago
2007
We establish the existence results for the Allaz–Vila [B. Allaz, J.-L. Vila, Cournot competition, forward markets and efficiency, J. Econ. Theory 59 (1993) 1–16] forward mark...