finite horizon
BinaryBandit:An Efficient Julia Package for Optimization and Evaluation of the Finite Horizon Bandit Problem with Binary Responses
... Variants of the multi-armed bandit problem for design of sequential experiments have been studied in several disciplines for almost a century, but the performance evaluation of proposed designs or finding a Bayes-optimal ...
15
Finite Horizon Opportunistic Multicast Beamforming
... a finite number of packets to all receivers – the finite horizon problem – this is no longer ...the finite horizon multicast beamforming problem as a dynamic programming problem to ...
14
Opportunistic Finite Horizon Multicasting of Erasure-coded Data
... The finite horizon multicast problem is inherently more complex than the infinite horizon ...the finite horizon case depends on the amount of data received thus ...the ...
14
Opportunistic Beamforming for Finite Horizon Multicast
... infinite horizon problem [1], [9]–[12] as well as the finite horizon problem [2], ...infinite horizon problem for homogeneous scenarios was to split the receivers into two groups according to ...
9
Adaptive Modulation for Finite Horizon Multicasting of Erasure-coded Data
... the finite horizon opportunistic multicast scheduling prob- lem, where a wireless base station has to transmit a fixed amount of erasure coded data to a set of ...the finite horizon nature of ...
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Finite Horizon, Externalities, and Growth
... of finite lifetimes (a finite horizon) has a significant impact on the answer to the research question, whether or not externalities introduce an inefficiency (a ...
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The dividend problem with a finite horizon
... a finite time horizon T for the investment ...a finite horizon is the main difference between our model and the vast majority of the existing literature (including [29] and ...
22
Using a finite horizon numerical optimisation method for a periodic optimal control problem
... time horizon in fact spans several periods, facilitating easy estimation of T and iden- tification of any anomalies near the time boundaries 0 and ...time horizon to check for periodicity and provide a ...
12
Capital taxation in a simple finite horizon OLG model
... In a simple finite-horizon overlapping-generations model where the government has the power to levy commodity taxes and to implement uniform lump-sum transfers, and individuals as well as the government can ...
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Optimal investment with stopping in finite horizon
... The initial motivation of this paper comes from our recent studies on choosing an opti- mal point at which an investor stops investing and/or sells all his risky assets (see Choi, Koo and Kwak [] and Henderson and ...
14
An Algorithm for Infinite Horizon Lot Sizing with Deterministic Demand
... Standard finite horizon inventory models with deterministic but non-stationary demand (see, for example, ...planning horizon with the life cycle of the purchased ...planning horizon of the ...
9
Risk Sensitive Asset Management under a Wishart Autoregressive Factor Model
... a finite horizon is studied under a financial market model having a Wishart autoregressive stochastic factor, which is positive-definite symmetric ...
8
Attainability in Repeated Games with Vector Payoffs
... a finite horizon T such that the player can guarantee that after time T the distance between the set and the cumulative payoff is arbitrarily small, regardless of the strategy Player 2 is ...
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Output Feedback Receding Horizon Control for Constrained Linear Systems
... feedback finite-horizon ...over finite steps. The cost function consists of performance over finite horizon and a terminal ...the finite-horizon RHC problem by LMI instead ...
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An Algorithm of Receding Horizon Control for Two-Person Linear Quadratic Differential Games Using LMI Method
... receding horizon control (RHC) is presented using linear matrix inequality (LMI) techniques, for which nominal closed-loop stability is ...a finite horizon plus a t ime- varying terminal cost ...
5
The feasibility of parametric approaches to predictive control when using far future feed forward information
... of finite horizon approaches, one can exploit the fact that target information appears only in the cost function, but not the ...control horizon or equivalently the number of optimisation ...
7
Existence and uniqueness of solutions for a class of infinite horizon systems derived from optimal control
... In [2], Lions has discussed the existence and uniqueness of solutions for system (1.5) and gave an existence and uniqueness result. In [1], Hu and Peng considered the existence and uniqueness of solutions for a class of ...
An Inventory Model for Non-Instantaneous Deteriorating Items under Conditions of Permissible Delay in Payments for n-Cycles
... In this paper, we have an inventory model for non – instantaneous deteriorating items with permissible delay in payment over a finite horizon. With the reason of permissible delay in payments and ...
9
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis.
... a finite time horizon T for the investment ...a finite horizon is the main difference between our model and the vast majority of the existing literature (including [28] and ...
22
Coupling and the policy improvement algorithm for controlled diffusion processess
... the finite time horizon case we additionally have time de- pendence, which naturally leads to parabolic differential ...infinite horizon case (α has to be positive, even bounded away from 0), α can ...
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