We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
We consider timed games extended with cost information, and prove computability of the optimal cost and of -optimal memoryless strategies in timed games with one clock. In contrast...
Patricia Bouyer, Kim Guldstrand Larsen, Nicolas Ma...
We give the first polynomial time prediction strategy for any PAC-learnable class C that probabilistically predicts the target with mistake probability poly(log(t)) t = ˜O 1 t w...
We address the extension of the binary search technique from sorted arrays and totally ordered sets to trees and tree-like partially ordered sets. As in the sorted array case, the...
Priced timed (game) automata extend timed (game) automata with costs on both locations and transitions. In this paper we focus on reachability priced timed game automata and prove ...