Zobrazeno 1 - 2
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pro vyhledávání: '"Groenewald, Richard"'
Autor:
Gaitsgori, Georgy, Groenewald, Richard
We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not observable by the
Externí odkaz:
http://arxiv.org/abs/2310.03124
Neural networks have excelled at regression and classification problems when the input space consists of scalar variables. As a result of this proficiency, several popular packages have been developed that allow users to easily fit these kinds of mod
Externí odkaz:
http://arxiv.org/abs/2009.09111