相关论文: Correction. Error estimates for binomial approxima…
In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…
We determine the pointwise error in Hermite interpolation by numerically solving an appropriate differential equation, derived from the error term itself. We use this knowledge to approximate the error term by means of a polynomial, which…
There are many papers written on the Two Envelopes Problem that usually study some of its variations. In this paper we will study and compare the most significant variations of the problem. We will see the correct decisions for each player…
We study the nascent setting of online computation with imperfect advice, in which the online algorithm is enhanced by some prediction encoded in the form of a possibly erroneous binary string. The algorithm is oblivious to the advice…
This is a preprint of the article arXiv:2004.10242
The problem of estimation error of Expected Shortfall is analyzed, with a view of its introduction as a global regulatory risk measure.
An NP-hard combinatorial optimization problem $\Pi$ is said to have an {\em approximation threshold} if there is some $t$ such that the optimal value of $\Pi$ can be approximated in polynomial time within a ratio of $t$, and it is NP-hard…
Estimates of some integrals related to variations of smooth functions are presented.
We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…
In the present article, we have given a corrigendum to our paper "Some approximation results on Bernstein-Schurer operators defined by (p,q)-integers" published in Journal of In- equalities and Applications (2015) 2015:249.
We analyze a posteriori error bounds for stabilized finite element discretizations of second-order steady-state mean field games. We prove the local equivalence between the $H^1$-norm of the error and the dual norm of the residual. We then…
We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical…
This article deals with error estimates for the finite element approximation of variational normal derivatives and, as a consequence, error estimates for the finite element approximation of Dirichlet boundary control problems with energy…
We prove extension-dimensional versions of finite dimensional selection and approximation theorems. As applications, we obtain several results on extension dimension.
Several construction methods for rational approximations to functions of one real variable are described in the present paper; the computational results that characterize the comparative accuracy of these methods are presented; an effect of…
We define a new concept of "mistake" strategies and actions for strategic-form and extensive-form games, analyze the relationship to prior main game-theoretic solution concepts, study algorithms for computation, and explore practicality.…
We consider the binomial approximation of the American put price in the Black-Scholes model (with continuous dividend yield). Our main result is that the error of approximation is $O((ln n) $\alpha$ /n)$ where n is the number of time…
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…
We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…
In this work we offer an $O(|V|^2 |E|\, W)$ pseudo-polynomial time deterministic algorithm for solving the Value Problem and Optimal Strategy Synthesis in Mean Payoff Games. This improves by a factor $\log(|V|\, W)$ the best previously…