Results 81 to 90 of about 255 (153)

Essays on dynamic portfolio management [PDF]

open access: yes
Over the last three decades, there has been an increasing interest in the problem of the investor's optimal consumption and portfolio rules. Despite the substantial amount of related literature, there remain many areas for further investigation.
Liao, Chien-Hui
core  

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

open access: yesProbab Theory Relat Fields
De Vecchi F   +3 more
europepmc   +1 more source

Evaluating reinforcement learning for game theory application learning to price airline seats under competition

open access: yes, 2009
Applied Game Theory has been criticised for not being able to model real decision making situations. A game's sensitive nature and the difficultly in determining the utility payoff functions make it hard for a decision maker to rely upon any game ...
Collins, Andrew
core  

Inference for a discretized stochastic logistic differential equation and its application to biological growth. [PDF]

open access: yesJ Appl Stat, 2023
Delgado-Vences F   +5 more
europepmc   +1 more source

Nonzero-sum Stochastic Games

open access: yes
This paper treats of stochastic games. We focus on nonzero-sum games and provide a detailed survey of selected recent results. In Section 1, we consider stochastic Markov games. A correlation of strategies of the players, involving ``public signals'', is
Szajowski, Krzysztof, Nowak, Andrzej S.
core  

Bayesian predictive posterior distributions

open access: yes
Bayesian uncertainty can be characterized in a number of ways, the usual one starting with a prior distribution which represents prior uncertainty as to the value of a parameter.
Cui, Fuheng
core   +1 more source

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