9 search results - page 1 / 2 » Some Sufficient Conditions on an Arbitrary Class of Stochast... |
ALT
2008
Springer
13 years 6 months ago
2008
Springer
Abstract. We consider the problem of sequence prediction in a probabilistic setting. Let there be given a class C of stochastic processes (probability measures on the set of one-wa...
JMLR
2010
13 years 3 months ago
2010
The problem is sequence prediction in the following setting. A sequence x1, . . . , xn, . . . of discrete-valued observations is generated according to some unknown probabilistic ...
CORR
2006
Springer
13 years 4 months ago
2006
Springer
Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences and consider the question when one of the measures predicts the other, that ...
ALT
2006
Springer
14 years 1 months ago
2006
Springer
We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an age...
MOR
2008
13 years 4 months ago
2008
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...