Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Arthur Macherey"'
Publikováno v:
Mathematical Methods of Operations Research
Mathematical Methods of Operations Research, 2022, 96, pp.161-185. ⟨10.1007/s00186-022-00769-x⟩
Mathematical Methods of Operations Research, 2022, 96, pp.161-185. ⟨10.1007/s00186-022-00769-x⟩
International audience; This paper considers the problem of maximizing an expectation function over a finite set, or finite-arm bandit problem. We first propose a naive stochastic bandit algorithm for obtaining a probably approximately correct (PAC)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f07e67f992aa6deaabd04f8b9e7b962
https://doi.org/10.1007/s00186-022-00769-x
https://doi.org/10.1007/s00186-022-00769-x
Publikováno v:
Springer Proceedings in Mathematics & Statistics
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing-MCQMC 2018
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing-MCQMC 2018, Jul 2018, Rennes, France. pp.125-141, ⟨10.1007/978-3-030-43465-6_6⟩
Springer Proceedings in Mathematics & Statistics ISBN: 9783030434649
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing-MCQMC 2018
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing-MCQMC 2018, Jul 2018, Rennes, France. pp.125-141, ⟨10.1007/978-3-030-43465-6_6⟩
Springer Proceedings in Mathematics & Statistics ISBN: 9783030434649
International audience; We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb408f7c4ab83bacbeb99f1bc0af3ab7
https://hal.archives-ouvertes.fr/hal-02140703
https://hal.archives-ouvertes.fr/hal-02140703
