Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Paka, Magnoudéwa"'
Autor:
Asri, Brahim El, Paka, Magnoudéwa
We consider a problem in which two decision makers have each, a set of possible decisions they can make at each time. Each decision implies a given random payoff. We choose the payoff to be a functional of a one-dimensional It\^o diffusion. At each t
Externí odkaz:
http://arxiv.org/abs/2407.20913