Related papers: Correction. Error estimates for binomial approxima…

Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models'' [arXiv:0808.1012]

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 consider the constructive a priori error estimates for a full discrete numerical solution of the heat equation with time-periodic condition.

We introduce the category of optiongraphs and option-preserving maps as a model to study impartial combinatorial games. Outcomes, remoteness, and extended nim-values are preserved under option-preserving maps. We show that the four…

When globally optimal solutions of complicated optimization problems cannot be located by evolutionary algorithms (EAs) in polynomial expected running time, the hitting time/running time analysis is not flexible enough to accommodate the…

We give a converging semidefinite programming hierarchy of outer approximations for the set of quantum correlations of fixed dimension and derive analytical bounds on the convergence speed of the hierarchy. In particular, we give a…

Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…

Correction to Annals of Probability 28 (2000) 277--302 [doi:10.1214/aop/1019160120].

Erratum to "From Uncertainty Principles to Wegner Estimates".

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

We consider the problem of approximation of density functions which is important in the theory of pricing of basket options. Our method is well adopted to the multidimensional case. Observe that implementations of polynomial and spline…

Population games model the evolution of strategic interactions among a large number of uniform agents. Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary…

This brief note corrects some errors in the paper quoted in the title, highlights a combinatorial result which may have been overlooked, and points to further improvements in recent literature.

This article presents fast lower and upper estimates for a large class of options: the class of constrained multiple exercise American options. Typical options in this class are swing options with volume and timing constraints, and passport…

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Rejoinder to ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' [arXiv:0804.2752]

We prove a discrepancy estimate related to the sequence of fractional parts of $b^n/n$. This improves an earlier result of Cilleruelo et al.

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

The formulas in the above Erratum are corrected.

In the field of Artificial Intelligence, traditional approaches to choosing moves in games involve the we of the minimax algorithm. However, recent research results indicate that minimizing may not always be the best approach. In this paper…