Minimizing the Time to a Decision by Saul Jacka ,

نویسندگان

  • SAUL JACKA
  • JON WARREN
  • PETER WINDRIDGE
چکیده

Copyright and reuse: The Warwick Research Archive Portal (WRAP) makes the work of researchers of the University of Warwick available open access under the following conditions. Copyright © and all moral rights to the version of the paper presented here belong to the individual author(s) and/or other copyright owners. To the extent reasonable and practicable the material made available in WRAP has been checked for eligibility before being made available.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Minimising the time to a decision

Suppose we have three independent copies of a regular diffusion on [0,1] with absorbing boundaries. Of these diffusions, either at least two are absorbed at the upper boundary or at least two at the lower boundary. In this way, they determine a majority decision between 0 and 1. We show that the strategy that always runs the diffusion whose value is currently between the other two reveals the m...

متن کامل

On Decomposing Risk in a Financial-intermediate Market and Reserving

We consider the problem of decomposing monetary risk in the presence of a fully traded market in some risks. We show that a mark-to-market approach to pricing leads to such a decomposition if the risk measure is time-consistent in the sense of Delbaen.

متن کامل

Game-theoretic approach to risk-sensitive benchmarked asset management

In this article we consider a game theoretic approach to the Risk-Sensitive Benchmarked Asset Management problem (RSBAM) of Davis and Lleo [6]. In particular, we consider a stochastic differential game between two players, namely, the investor who has a power utility while the second player represents the market which tries to minimize the expected payoff of the investor. The market does this b...

متن کامل

Public transport fleet scheduling for minimizing total transfer waiting time

Public transportation has been one of the most important research fields in the two last decades. The purpose of this paper is to create a schedule for public transport fleets such as buses and metro trains with the goal of minimizing the total transfer waiting time. We extend previous research works in the field of transit schedule with considering headways of each route as decision variables....

متن کامل

A Fast Block Size Decision For Intra Coding in HEVC Standard

Intra coding in High efficiency video coding (HEVC) can significantly improve the compression efficiency using 35 intra-prediction modes for 2N×2N (N is an integer number ranging from six to two) luma blocks. To find the luma block with the minimum rate-distortion, it must perform 11932 different rate-distortion cost calculations. Although this approach improves coding efficiency compared to th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011