Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
There has been a lot of recent work on Bayesian methods for reinforcement learning exhibiting near-optimal online performance. The main obstacle facing such methods is that in most...
The problems of contextual equivalence and approximation are studied for the third-order fragment of Idealized Algol with iteration (IA∗ 3). They are approached via a combination...
The investment strategies can be divided into two classes: passive investment strategies and active investment strategies. An index tracking investment strategy belongs to the clas...
Concerning the set of rooted binary trees, one shows that Higman’s Lemma and Dershowitz’s recursive path ordering can be used for the decision of its maximal order type accordi...