Percolation Games

Autor: Garnier Guillaume, Bruno Ziliotto

Publikováno v: HAL

This paper introduces a discrete-time stochastic game class on [Formula: see text], which plays the role of a toy model for the well-known problem of stochastic homogenization of Hamilton–Jacobi equations. Conditions are provided under which the n-

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eeff2e00ac9cb6b6d0697be7302e08f1
https://doi.org/10.1287/moor.2022.1334

Prophet secretary through blind strategies

Autor: Raimundo Saona, José R. Correa, Bruno Ziliotto

Publikováno v: Mathematical Programming
Mathematical Programming, Springer Verlag, 2021, ⟨10.1007/s10107-020-01544-8⟩
Proceedings of the Thirtieth Annual ACM-SIAM Symposium on Discrete Algorithms
Proceedings of the Thirtieth Annual ACM-SIAM Symposium on Discrete Algorithms, 2019, ⟨10.1137/1.9781611975482.118⟩

In the classic prophet inequality, a well-known problem in optimal stopping theory, samples from independent random variables (possibly differently distributed) arrive online. A gambler who knows the distributions, but cannot see the future, must dec

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f3f3abad7208369a7f6f4f9ea65d71b
https://hal.archives-ouvertes.fr/hal-02920490

Unknown I.I.D. Prophets: Better Bounds, Streaming Algorithms, and a New Impossibility

Autor: José Correa, Paul Dütting, Felix Fischer, Kevin Schewior, Bruno Ziliotto

Publikováno v: University of Southern Denmark

A prophet inequality states, for some $\alpha\in[0,1]$, that the expected value achievable by a gambler who sequentially observes random variables $X_1,\dots,X_n$ and selects one of them is at least an $\alpha$ fraction of the maximum value in the se

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9bd0ffa7270157784a0cba83aa64769e
http://arxiv.org/abs/2007.06110

Finite-Memory Strategies in POMDPs with Long-Run Average Objectives

Autor: Bruno Ziliotto, Krishnendu Chatterjee, Raimundo Saona

Publikováno v: Mathematics of Operations Research
Mathematics of Operations Research, INFORMS, In press, ⟨10.1287/moor.2020.1116⟩

International audience; We study the problem of approximation of optimal values in partially-observable Markov decision processes (POMDPs) with long-run average objectives. POMDPs are a standard model for dynamic systems with probabilistic and nondet

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::61dda7eb74b153c12d425cc87dfacfc7

An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity

Autor: William M. Feldman, Bruno Ziliotto, Jean-Baptiste Fermanian

Publikováno v: Journal of Differential Equations
Journal of Differential Equations, Elsevier, 2021, ⟨10.1016/j.jde.2021.01.009⟩

International audience; We give an example of the failure of homogenization for a viscous Hamilton-Jacobi equation with non-convex Hamiltonian.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2869ed4177ba57fc8e941d6e5e0c4e26