相关论文: Winning rate in the full-information best choice p…

An unconstrained nonlinear binary optimization problem of selecting a maximum expected value subset of items is considered. Each item is associated with a profit and probability. Each of the items succeeds or fails independently with the…

We consider a model where an agent has a repeated decision to make and wishes to maximize their total payoff. Payoffs are influenced by an action taken by the agent, but also an unknown state of the world that evolves over time. Before…

We consider a continuous-time linear-quadratic Gaussian control problem with partial observations and costly information acquisition. More precisely, we assume the drift of the state process to be governed by an unobservable…

We consider a system of integer polynomials of the same degree with non-singular local zeros and in many variables. Generalising the work of Birch (1962) we find quantitative asymptotics (in terms of the maximum of the absolute value of the…

We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…

We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…

We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…

In this paper, we present an improved continued fraction approximation of the Wallis ratio. This approximation is fast in comparison with the recently discovered asymptotic series. We also establish the double-side inequality related to…

The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…

Directed information and its causally conditioned variations are often used to measure causal influences between random processes. In practice, these quantities must be measured from data. Non-asymptotic error bounds for these estimates are…

This paper is devoted to model selection in logistic regression. We extend the model selection principle introduced by Birg\'e and Massart (2001) to logistic regression model. This selection is done by using penalized maximum likelihood…

In this paper we prove an asymptotic formula for the number of solutions in prime numbers to systems of simultaneous linear inequalities with algebraic coefficients. For $m$ simultaneous inequalities we require at least $m+2$ variables,…

Barndorff-Nielsen and Cox (1994, p.319) modify an estimative prediction limit to obtain an improved prediction limit with better coverage properties. Kabaila and Syuhada (2008) present a simulation-based approximation to this improved…

We revisit the classical decision-theoretic problem of weighted expert voting from a statistical learning perspective. In particular, we examine the consistency (both asymptotic and finitary) of the optimal Nitzan-Paroush weighted majority…

We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score and its higher-order derivatives. This development, which is…

Multi-round competitions often double or triple the points awarded in the final round, calling it a bonus, to maximize spectators' excitement. In a two-player competition with $n$ rounds, we aim to derive the optimal bonus size to maximize…

We consider multi-agent systems where agents' preferences are aggregated via sequential majority voting: each decision is taken by performing a sequence of pairwise comparisons where each comparison is a weighted majority vote among the…

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…