Related papers: Lower Bounds for Bruss' Odds Problem with Multiple…

We derive asymptotic formulas for the solutions of the mixed boundary value problem for the Poisson equation on the union of a thin cylindrical plate and several thin cylindrical rods. One of the ends of each rod is set into a hole in the…

For a multiclass G/G/1 queue with finite buffers, admission and scheduling control, and holding and rejection costs, we construct a policy that is asymptotically optimal in the heavy traffic limit. The policy is specified in terms of a…

This work is devoted to lower bounds on independence numbers of distance graphs with vertices in $\{-1,0,1\}^n$. The asymptotic case is studied, yielding new results over a broad range of parameters. Numerical results are presented,…

Within a Bayesian decision theoretic framework we investigate some asymptotic optimality properties of a large class of multiple testing rules. A parametric setup is considered, in which observations come from a normal scale mixture model…

It is known that the decision to purchase an annuity may be associated to an optimal stopping problem. However, little is known about optimal strategies, if the mortality force is a generic function of time and if the `subjective' life…

In this study by applying an own technique we investigate some asymptotic approximation properties of new type discontinuous boundary-value problems, which consists of a Sturm-Liouville equation together with eigenparameter-dependent…

In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…

In a classical optimal stopping problem in continuous time, the agent can choose any stopping time without constraint. Dupuis and Wang (Optimal stopping with random intervention times, Advances in Applied Probability, 34, 141--157, 2002)…

This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…

We consider the optimal double stopping time problem defined for each stopping time $S$ by $v(S)=\esssup\{E[\psi(\tau_1, \tau_2) | \F_S], \tau_1, \tau_2 \geq S \}$. Following the optimal one stopping time problem, we study the existence of…

We show a new lower bound for the maximum number of runs in a string. We prove that for any e > 0, (a -- e)n is an asymptotic lower bound, where a = 56733/60064 = 0.944542. It is superior to the previous bound 0.927 given by Franek et al.…

We obtain absorption probabilities and expected time until absorption for different stopping strategies in gambler's ruin problem using the concept of multiple function barriers

The objective of this paper is to show that the so-called unified approach to stopping problems with unknown cardinality introduced in Bruss (1984) proves to be efficient for solving other types of best-choice problems. We show that what we…

We investigate the optimality of perturbation based algorithms in the stochastic and adversarial multi-armed bandit problems. For the stochastic case, we provide a unified regret analysis for both sub-Weibull and bounded perturbations when…

Two types of errors can occur when discriminating pairs of quantum states. Asymmetric state discrimination involves minimizing the probability of one type of error, subject to a constraint on the other. We give explicit expressions bounding…

We consider the problem of tracking a target whose dynamics is modeled by a continuous It\=o semi-martingale. The aim is to minimize both deviation from the target and tracking efforts. We establish the existence of asymptotic lower bounds…

A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…

The well-known secretary problem in sequential analysis and optimal stopping theory asks one to maximize the probability of finding the optimal candidate in a sequentially examined list under the constraint that accept/reject decisions are…

In a recent work on the bipartite Erd\H{o}s-R\'{e}nyi graph, Do et al. (2023) established upper bounds on the number of connected labeled bipartite graphs with a fixed surplus. We use some recent encodings of bipartite random graphs in…

We develop a new method for proving explicit approximation lower bounds for TSP problems with bounded metrics improving on the best up to now known bounds. They almost match the best known bounds for unbounded metric TSP problems. In…