Results 21 to 30 of about 78,187 (304)
The Perils of Misspecified Priors and Optional Stopping in Multi-Armed Bandits
Frontiers in Artificial Intelligence, 2021 The connection between optimal stopping times of American Options and multi-armed bandits is the subject of active research. This article investigates the effects of optional stopping in a particular class of multi-armed bandit experiments, which ...
Markus Loecher
doaj +1 more source
Two-choice optimal stopping [PDF]
Advances in Applied Probability, 2004 Let X n ,…, X 1 be independent, identically distributed (i.i.d.) random variables with distribution function F .
David Assaf +2 more
openaire +4 more sources
Optimal stopping with randomly arriving opportunities to stop
, 2023 We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly. Such problems occur naturally in applications with market frictions. Pivotal to our approach is that our methods operate on random rather than deterministic time scales.
Dekker, Josha +3 more
openaire +2 more sources
Optimal Stopping with Private Information [PDF]
SSRN Electronic Journal, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thomas Kruse, Philipp Strack
openaire +4 more sources
Martingale Optimal Transport with Stopping [PDF]
SSRN Electronic Journal, 2017 Final version. To appear in SIAM Journal on Control and Optimization. Keywords: nonlinear Martingale optimal transport, dynamic programming, optimal stopping, stochastic Perron's method, viscosity solutions, state constraints, exit time problem, concave envelope, distribution ...
Erhan Bayraktar +2 more
openaire +3 more sources
Solving optimal stopping problems via randomization and empirical dual optimization [PDF]
, 2021 In this paper we consider optimal stopping problems in their dual form. In this way we reformulate the optimal stopping problem as a problem of stochastic average approximation (SAA) which can be solved via linear programming.
Bender, Christian +5 more
core +1 more source
The Annals of Probability, 1980 An urn contains $N$ objects, labelled with the integers $1, \cdots, N$. One object is removed at a time, without replacement. If after $n$ draws the largest number which has been observed is $m_n$, and the process is terminated, we receive a payoff $f(n, m_n)$. For payoff functions $f$ in a certain class, the optimal time to stop is with draw $$\tau_f =
Chen, Wen-chen, Starr, Norman
openaire +2 more sources
An Energy-Aware Transmission Target Selection Mechanism for UAV Networking
IEEE Access, 2019 The energy consumption of transmitting data during the process of UAVs co-execution task affects the performance of the UAV CPU and the quality of the task accomplished. In order to reduce the energy consumption of data transmission in UAV networks, this
Jiehong Wu +4 more
doaj +1 more source
Concentration Inequalities and Optimal Number of Layers for Stochastic Deep Neural Networks
IEEE Access, 2023 We state concentration inequalities for the output of the hidden layers of a stochastic deep neural network (SDNN), as well as for the output of the whole SDNN.
Michele Caprio, Sayan Mukherjee
doaj +1 more source