相关论文: Correction. Error estimates for binomial approxima…

We prove existence of a self-financing strategy which minimizes shortfall for game options in discrete time

In the field of natural language processing, correction of performance assessment for chance agreement plays a crucial role in evaluating the reliability of annotations. However, there is a notable dearth of research focusing on chance…

We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

The original version of this paper contains an error; when this is corrected the basic conclusion changes. A revised manuscript will be submitted shortly.

Provided a special function of one variable and some of its derivatives can be accurately computed over a finite range, a method is presented to build a series of polynomial approximations of the function with a defined relative error over…

We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax…

We introduce a formal notion of masking fault-tolerance between probabilistic transition systems using stochastic games. These games are inspired in bisimulation games, but they also take into account the possible faulty behavior of…

In this paper, we derive an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and…

We present improved approximation algorithms in stochastic optimization. We prove that the multi-stage stochastic versions of covering integer programs (such as set cover and vertex cover) admit essentially the same approximation algorithms…

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

In online betting, the bookmaker can update the payoffs it offers on a particular event many times before the event takes place, and the updated payoffs may depend on the bets accumulated thus far. We study the problem of bookmaking with…

The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…

We propose an error analysis in weak norms of a shock capturing finite element method for the Burgers' equation. The estimates can be related to estimates of certain filtered quantities and are robust in the inviscid limit. Using a total…

This paper describes types of errors arising in a recently proposed method of incidence estimation from prevalence data. The errors are illustrated by a simulation study about a hypothetical irreversible disease. In addition, a way of…

This article presents novel proof methods for estimating interpolation errors, predicated on the understanding that one has already studied foundational error analysis using the finite element method.

The results in the recently posted manuscript arXiv:math/0405153v3 are incorrect. The correct version of the aimed results is not original. The preprint contains material from references that are not properly quoted.

We describe an approximate rational arithmetic with round-off errors (both absolute and relative) controlled by the user. The rounding procedure is based on the continued fraction expansion of real numbers. Results of computer experiments…

Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…