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pro vyhledávání: '"Harrison, J. Michael"'
Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original problem is approximated by a drift control problem, to which we apply a re
Externí odkaz:
http://arxiv.org/abs/2312.11823
Motivated by applications in queueing theory, we consider a stochastic control problem whose state space is the $d$-dimensional positive orthant. The controlled process $Z$ evolves as a reflected Brownian motion whose covariance matrix is exogenously
Externí odkaz:
http://arxiv.org/abs/2309.11651
We present a data-driven algorithm that advertisers can use to automate their digital ad-campaigns at online publishers. The algorithm enables the advertiser to search across available target audiences and ad-media to find the best possible combinati
Externí odkaz:
http://arxiv.org/abs/2209.08403
Akademický článek
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Autor:
Harrison, J. Michael
Publikováno v:
In Stochastic Processes and their Applications August 2022 150:1189-1203
Autor:
Harrison, J. Michael
Publikováno v:
Annals of Applied Probability 2006, Vol. 16, No. 3, 1703-1732
Due to a printing error the above mentioned article [Annals of Applied Probability 10 (2000) 75--103, doi:10.1214/aoap/1019737665] had numerous equations appearing incorrectly in the print version of this paper. The entire article follows as it shoul
Externí odkaz:
http://arxiv.org/abs/math/0610352
Autor:
Harrison, J. Michael
Publikováno v:
The Annals of Applied Probability, 2003 Aug 01. 13(3), 1119-1150.
Externí odkaz:
https://www.jstor.org/stable/1193237
Autor:
Harrison, J. Michael
Publikováno v:
The Annals of Applied Probability, 2003 Feb 01. 13(1), 390-393.
Externí odkaz:
https://www.jstor.org/stable/1193148
Publikováno v:
Operations Research, 2001 Sep 01. 49(5), 720-731.
Externí odkaz:
https://www.jstor.org/stable/3088570