Related papers: Optimal strategies for throwing accurately
This paper presents an analysis of optimal impact strategies to deflect potentially dangerous asteroids. To compute the increase in the minimum orbit intersection distance of the asteroid due to an impact with a spacecraft, simple…
We present in this paper a numerical method which computes the optimal trajectory of a underwater vehicle subject to some mission objectives. The method is applied to a submarine whose goal is to best detect one or several targets, or/and…
Measuring soccer shooting skill is a challenging analytics problem due to the scarcity and highly contextual nature of scoring events. The introduction of more advanced data surrounding soccer shots has given rise to model-based metrics…
The paper introduces and studies hedging for game (Israeli) style extension of swing options considered as multiple exercise derivatives. Assuming that the underlying security can be traded without restrictions we derive a formula for…
We study probabilistic prediction games when the underlying model is misspecified, investigating the consequences of predicting using an incorrect parametric model. We show that for a broad class of loss functions and parametric families of…
We study the best-arm identification problem in linear bandit, where the rewards of the arms depend linearly on an unknown parameter $\theta^*$ and the objective is to return the arm with the largest reward. We characterize the complexity…
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed,…
In this paper, we propose a strategy to solve endo-atmospheric launch vehicle optimal control problems using indirect methods. More specifically, we combine shooting methods with an adequate continuation algorithm, taking advantage of the…
We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…
We study the problem of best-arm identification with fixed confidence in stochastic linear bandits. The objective is to identify the best arm with a given level of certainty while minimizing the sampling budget. We devise a simple algorithm…
We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…
In rectangular-target pointing, movement angles towards targets are known to affect error rates. When designers determine target sizes, however, they would not know the frequencies of cursor-approaching directions for each target. Thus,…
A common strategy for solving an unconstrained two-player Nash equilibrium problem with continuous variables is applying Newton's method to the system of nonlinear equations obtained by the corresponding first-order necessary optimality…
Projection games constitute an important class of nonlocal games where, for any answer from the first player, there is a unique correct answer for the second player. This class of games captures nonlocal games arising from constraint…
In this article we propose a shooting algorithm for optimal control problems governed by systems that are affine in one part of the control variable. Finitely many equality constraints on the initial and final state are considered. We…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0<d$ of the $d$ coordinates of a controlled diffusion. Due to the constraint on the control directions these games…
This paper considers a multi-armed bandit game where the number of arms is much larger than the maximum budget and is effectively infinite. We characterize necessary and sufficient conditions on the total budget for an algorithm to return…
In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…