Given a finite set of words w1, . . . , wn independently drawn according to a fixed unknown distribution law P called a stochastic language, an usual goal in Grammatical Inference ...
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
In statistics, mixture models consisting of several component subpopulations are used widely to model data drawn from heterogeneous sources. In this paper, we consider maximum lik...
We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...