Stochastic game

Results: 152



#Item
91Stochastic optimization / Markov models / Artificial intelligence / Dynamic programming / Bandit / Markov decision process / Stochastic matrix / Game theory / Stochastic / Statistics / Machine learning / Multi-armed bandit

R Foundations and Trends in Machine Learning Vol. 5, No[removed]–122 c 2012 S. Bubeck and N. Cesa-Bianchi

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Source URL: www.princeton.edu

Language: English - Date: 2012-12-16 05:54:25
92Martingale theory / Stock market / Entertainment / Game theory / Martingale / Order / Statistics / Stochastic processes / Gaming

Optimal Execution in a General One-Sided Limit-Order Book

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-24 09:37:38
93Actuarial science / Financial economics / Mathematical sciences / Game theory / Martingale / Martingale theory / Risk / Coherent risk measure / Black–Scholes / Statistics / Stochastic processes / Mathematical finance

Risk Measures in non-dominated Models Magali Kervarec Purpose: Study Risk Measures taking into account the model uncertainty in mathematical finance.

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 15:40:08
94Mathematical finance / Financial economics / Game theory / Martingale / Risk-neutral measure / Black–Scholes / Statistics / Stochastic processes / Martingale theory

Introduction Model and Problem Main Results

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 10:21:04
95Martingale theory / Partial differential equation / Mathematics / Symbol / Mathematical analysis / Game theory / Martingale

An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs Mohamed M’RAD Joint work with Nicole El Karoui ´ Universit´

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:58:42
96Statistics / Economics / Behavioral finance / Expected utility hypothesis / Allais paradox / Stochastic dominance / Preference / Lottery / Ellsberg paradox / Utility / Decision theory / Game theory

Allais, Ellsberg, and Preferences for Hedging∗ Mark Dean† and Pietro Ortoleva‡ May[removed]Abstract

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Source URL: www.econ.brown.edu

Language: English - Date: 2014-06-13 13:26:07
97Management / Economics / Expected utility hypothesis / Game theory / Microeconomics / Risk / Preference / Choice modelling / Stochastic dominance / Decision theory / Utility / Ethics

Submitted to Quantitative Economics Response Mode and Stochastic Choice Together Explain Preference Reversals Sean M. Collins and Duncan James

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Source URL: qeconomics.org

Language: English - Date: 2014-12-17 19:25:34
98Machine learning / Markov chain / Hidden Markov model / Forward–backward algorithm / Stochastic matrix / Finite-state machine / N-gram / Maximum-entropy Markov model / Layered hidden Markov model / Markov models / Statistics / Probability

Article draft, please do not cite or distribute. To appear as: Zubek, R[removed]Introduction to Hidden Markov Models. In Rabin, S. (ed.), AI Game Programming Wisdom 3. Charles River Media, Hingham, MA. Introduction to Hid

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Source URL: robert.zubek.net

Language: English - Date: 2007-04-21 19:40:42
99Statistics / Matrices / Mathematical optimization / Pareto efficiency / Stochastic dominance / Economics / Stochastic matrix / Utility / Core / Decision theory / Game theory / Mathematics

Onur Kesten Morimitsu Kurino Alexander Nesterov Efficient Lottery Design

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Source URL: bibliothek.wzb.eu

Language: English - Date: 2015-02-11 05:42:25
100Management / Economics / Expected utility hypothesis / Game theory / Microeconomics / Risk / Preference / Choice modelling / Stochastic dominance / Decision theory / Utility / Ethics

Submitted to Quantitative Economics Response Mode and Stochastic Choice Together Explain Preference Reversals Sean M. Collins and Duncan James

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Source URL: www.qeconomics.org

Language: English - Date: 2014-12-17 19:25:34
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