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Results : 76-100/101

Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime

Authors: Atar, Rami Cohen, Asaf

Journal: Annals of applied probability

Citation: Atar, Rami et Cohen, Asaf, Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime, Annals of applied probability , 27(5), 2017, pp. 2862-2906

Reinforcement learning from comparisons: three alternatives are enough, two are not

Authors: Laslier, Benoît Laslier, Jean-François

Journal: Annals of applied probability

Citation: Laslier, Benoît et Laslier, Jean-françois, Reinforcement learning from comparisons: three alternatives are enough, two are not, Annals of applied probability , 27(5), 2017, pp. 2907-2925

Distance-based species tree estimation under the coalescent: information-theoretic trade-off between number of loci and sequence length

Authors: Mossel, Elchanan Roch, Sebastien

Journal: Annals of applied probability

Citation: Mossel, Elchanan et Roch, Sebastien, Distance-based species tree estimation under the coalescent: information-theoretic trade-off between number of loci and sequence length, Annals of applied probability , 27(5), 2017, pp. 2926-2955

Central limit theorem for an adaptive randomly reinforced urn model

Authors: Ghiglietti, Andrea Vidyashankar, Anand N. Rosenberger, William F.

Journal: Annals of applied probability

Citation: Ghiglietti, Andrea et al., Central limit theorem for an adaptive randomly reinforced urn model, Annals of applied probability , 27(5), 2017, pp. 2956-3003

Ergodicity of inhomogeneous markov chains through asymptotic pseudotrajectories

Authors: Benaïm, Michel Bouguet, Florian Cloez, Bertrand

Journal: Annals of applied probability

Citation: Benaïm, Michel et al., Ergodicity of inhomogeneous markov chains through asymptotic pseudotrajectories, Annals of applied probability , 27(5), 2017, pp. 3004-3049

Universality in marginally relevant disordered systems

Authors: Caravenna, Francesco Sun, Rongfeng Zygouras, Nikos

Journal: Annals of applied probability

Citation: Caravenna, Francesco et al., Universality in marginally relevant disordered systems, Annals of applied probability , 27(5), 2017, pp. 3050-3112

Finite system scheme for mutually catalytic branching with infinite branching rate

Authors: Döring, Leif Klenke, Achim Mytnik, Leonid

Journal: Annals of applied probability

Citation: Döring, Leif et al., Finite system scheme for mutually catalytic branching with infinite branching rate, Annals of applied probability , 27(5), 2017, pp. 3113-3152

Reflected bsdes when the obstacle is not right-continuous and optimal stopping

Authors: Grigorova, Miryana Imkeller, Peter Offen, Elias Ouknine, Youssef Quenez, Marie-Claire

Journal: Annals of applied probability

Citation: Grigorova, Miryana et al., Reflected bsdes when the obstacle is not right-continuous and optimal stopping, Annals of applied probability , 27(5), 2017, pp. 3153-3188

Ballistic and sub-ballistic motion of interfaces in a field of random obstacles

Authors: Dondl, Patrick W. Scheutzow, Michael

Journal: Annals of applied probability

Citation: W. Dondl, Patrick et Scheutzow, Michael, Ballistic and sub-ballistic motion of interfaces in a field of random obstacles, Annals of applied probability , 27(5), 2017, pp. 3189-3200

A mean-field stochastic control problem with partial observations

Authors: Buckdahn, Rainer Li, Juan Ma, Jin

Journal: Annals of applied probability

Citation: Buckdahn, Rainer et al., A mean-field stochastic control problem with partial observations, Annals of applied probability , 27(5), 2017, pp. 3201-3245

Erratum: first passage percolation on random graphs with finite mean degrees

Authors: Bhamidi, Shankar Hofstad, Remco van der Hooghiemstra Gerard

Journal: Annals of applied probability

Citation: Bhamidi, Shankar et al., Erratum: first passage percolation on random graphs with finite mean degrees, Annals of applied probability , 27(5), 2017, pp. 3246-3253

Asymptotic bias of stochastic gradient search

Authors: Tadi., Vladislav B. Doucet, Arnaud

Journal: Annals of applied probability

Citation: B. Tadi., Vladislav et Doucet, Arnaud, Asymptotic bias of stochastic gradient search, Annals of applied probability , 27(6), 2017, pp. 3255-3304

Unbiased simulation of stochastic differential equations

Authors: Henry-Labordère, Pierre Tan, Xiaolu Touzi, Nizar

Journal: Annals of applied probability

Citation: Henry-labordère, Pierre et al., Unbiased simulation of stochastic differential equations, Annals of applied probability , 27(6), 2017, pp. 3305-3341

On dynamic deviation measures and continuous-time portfolio optimization

Authors: Pistorius, Martijn Stadje, Mitja

Journal: Annals of applied probability

Citation: Pistorius, Martijn et Stadje, Mitja, On dynamic deviation measures and continuous-time portfolio optimization, Annals of applied probability , 27(6), 2017, pp. 3342-3384

On the instability of matching queues

Authors: Moyal, Pascal Perry, Ohad

Journal: Annals of applied probability

Citation: Moyal, Pascal et Perry, Ohad, On the instability of matching queues, Annals of applied probability , 27(6), 2017, pp. 3385-3434

Dynamic approaches for some time-inconsistent optimization problems

Authors: Karnam, Chandrasekhar Ma, Jin Zhang, Jianfeng

Journal: Annals of applied probability

Citation: Karnam, Chandrasekhar et al., Dynamic approaches for some time-inconsistent optimization problems, Annals of applied probability , 27(6), 2017, pp. 3435-3477

General edgeworth expansions with applications to profiles of random trees

Authors: Kabluchko, Zakhar Marynych, Alexander Sulzbach, Henning

Journal: Annals of applied probability

Citation: Kabluchko, Zakhar et al., General edgeworth expansions with applications to profiles of random trees, Annals of applied probability , 27(6), 2017, pp. 3478-3524

The dividend problem with a finite horizon

Authors: Angelis, Tiziano De Ekström, Erik

Journal: Annals of applied probability

Citation: Angelis, Tiziano De et Ekström, Erik, The dividend problem with a finite horizon, Annals of applied probability , 27(6), 2017, pp. 3525-3546

Large deviations for the exclusion process with a slow bond

Authors: Franco, Tertuliano Neumann, Adriana

Journal: Annals of applied probability

Citation: Franco, Tertuliano et Neumann, Adriana, Large deviations for the exclusion process with a slow bond, Annals of applied probability , 27(6), 2017, pp. 3547-3587

Optimal dividend and investment problems under sparre andersen model

Authors: Bai, Lihua Ma, Jin Xing, Xiaojing

Journal: Annals of applied probability

Citation: Bai, Lihua et al., Optimal dividend and investment problems under sparre andersen model, Annals of applied probability , 27(6), 2017, pp. 3588-3632

Improved fréchet.hoeffding bounds on d-copulas and applications in model-free finance

Authors: Lux,Thibaut Papapantoleon, Antonis

Journal: Annals of applied probability

Citation: Lux,thibaut et Papapantoleon, Antonis, Improved fréchet.hoeffding bounds on d-copulas and applications in model-free finance, Annals of applied probability , 27(6), 2017, pp. 3633-3671

Asymptotic lyapunov exponents for large random matrices

Authors: Nguyen, Hoi H.

Journal: Annals of applied probability

Citation: H. Nguyen, Hoi, Asymptotic lyapunov exponents for large random matrices, Annals of applied probability , 27(6), 2017, pp. 3672-3705

Robust bounds in multivariate extremes

Authors: Engelke, Sebastian Ivanovs, Jevgenijs

Journal: Annals of applied probability

Citation: Engelke, Sebastian et Ivanovs, Jevgenijs, Robust bounds in multivariate extremes, Annals of applied probability , 27(6), 2017, pp. 3706-3734

Financial markets with a large trader

Authors: Blümmel, Tilmann Rheinländer, Thorsten

Journal: Annals of applied probability

Citation: Blümmel, Tilmann et Rheinländer, Thorsten, Financial markets with a large trader, Annals of applied probability , 27(6), 2017, pp. 3735-3786

Synchronization of reinforced stochastic processes with a network-based interaction

Authors: Aletti, Giacomo Crimaldi, Irene Ghiglietti, Andrea

Journal: Annals of applied probability

Citation: Aletti, Giacomo et al., Synchronization of reinforced stochastic processes with a network-based interaction, Annals of applied probability , 27(6), 2017, pp. 3787-3844

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