Results 11 to 20 of about 4,474,845 (304)
Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment [PDF]
The Annals of Probability, 1988 We ask how an investor (with knowledge of the past) should distribute his funds over various investment opportunities to maximize the growth rate of his compounded capital. \textit{L. Breiman} [Proc. 4th Berkeley Symp. Math. Stat. Probab. 1, 65-78 (1961; Zbl 0109.368)] answered this question when the stock returns for successive periods are independent,
Algoet, Paul H., Cover, Thomas M.
openaire +4 more sources
Revisiting the Asymptotic Optimality of RRT* [PDF]
IEEE International Conference on Robotics and Automation, 2019 RRT* is one of the most widely used sampling-based algorithms for asymptotically-optimal motion planning. RRT* laid the foundations for optimality in motion planning as a whole, and inspired the development of numerous new algorithms in the field, many ...
Kiril Solovey +4 more
semanticscholar +1 more source
Asymptotic Optimality in Byzantine Distributed Quickest Change Detection [PDF]
IEEE Transactions on Information Theory, 2019 The Byzantine distributed quickest change detection (BDQCD) is studied, where a fusion center monitors the occurrence of an abrupt event through a bunch of distributed sensors that may be compromised.
Yu-Chih Huang +2 more
semanticscholar +1 more source
Asymptotically optimal minimizers schemes [PDF]
Bioinformatics, 2018 AbstractMotivationThe minimizers technique is a method to sample k-mers that is used in many bioinformatics software to reduce computation, memory usage and run time. The number of applications using minimizers keeps on growing steadily. Despite its many uses, the theoretical understanding of minimizers is still very limited.
Marçais, Guillaume +2 more
openaire +2 more sources
On the asymptotic optimality of the comb strategy for prediction with expert advice [PDF]
The Annals of Applied Probability, 2019 For the problem of prediction with expert advice in the adversarial setting with geometric stopping, we compute the exact leading order expansion for the long time behavior of the value function.
Erhan Bayraktar +2 more
semanticscholar +1 more source
Optimal Dividend Problem: Asymptotic Analysis [PDF]
SIAM Journal on Financial Mathematics, 2021 We re-visit the classical problem of optimal payment of dividends and determine the degree to which the diffusion approximation serves as a valid approximation of the classical risk model for this problem. Our results parallel some of those in B uerle (2004), but we obtain sharper results because we use a different technique for obtaining them ...
Cohen, Asaf, Young, Virginia R.
openaire +3 more sources
Asymptotic Optimality of Base-Stock Policies for Perishable Inventory Systems
Management Sciences, 2020 We consider periodic review perishable inventory systems with a fixed product lifetime. Unsatisfied demand can be either lost or backlogged. The objective is to minimize the long-run average holding, penalty, and outdating cost.
Jinzhi Bu, Xiting Gong, X. Chao
semanticscholar +1 more source
Optimal Model Averaging for Semiparametric Partially Linear Models with Censored Data
Mathematics, 2023 In the past few decades, model averaging has received extensive attention, and has been regarded as a feasible alternative to model selection. However, this work is mainly based on parametric model framework and complete dataset.
Guozhi Hu, Weihu Cheng, Jie Zeng
doaj +1 more source
Asymptotically Optimal Sampling-Based Planners [PDF]
, 2021 An asymptotically optimal sampling-based planner employs sampling to solve robot motion planning problems and returns paths with a cost that converges to the optimal solution cost, as the number of samples approaches infinity. This comprehensive article covers the theoretical characteristics of asymptotic optimality of motion planning algorithms, and ...
Bekris, Kostas E., Shome, Rahul
openaire +2 more sources
Sequential multiple testing with generalized error control: An asymptotic optimality theory [PDF]
Annals of Statistics, 2016 The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled.
Yanglei Song, Georgios Fellouris
semanticscholar +1 more source