Sökning: "tug-of-war games"
Hittade 2 avhandlingar innehållade orden tug-of-war games.
1. Optimal stopping, incomplete information, and stochastic games
Sammanfattning : This thesis contains six papers on the topics of optimal stopping and stochastic games. Paper I extends the classical Bayesian sequential testing and detection problems for a Brownian motion to higher dimensions. We demonstrate unilateral concavity of the cost function and present its structural properties through various examples. LÄS MER
2. Selected Topics in Mathematical Modelling: Machine Learning and Tugs-of-War
Sammanfattning : This thesis concerns selected topics in mathematical modelling, namely in machine learning and stochastic games called tugs-of-war. It consists of four scientific articles. The first and second are about machine learning topics, while the third and fourth articles are about tug-of-war games. LÄS MER