Displaying similar documents to “Stability estimating in optimal stopping problem”

On Ozeki’s inequality for power sums

Horst Alzer (2000)

Czechoslovak Mathematical Journal

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Let p ( 0 , 1 ) be a real number and let n 2 be an even integer. We determine the largest value c n ( p ) such that the inequality i = 1 n | a i | p c n ( p ) holds for all real numbers a 1 , ... , a n which are pairwise distinct and satisfy min i j | a i - a j | = 1 . Our theorem completes results of Ozeki, Mitrinović-Kalajdžić, and Russell, who found the optimal value c n ( p ) in the case p > 0 and n odd, and in the case p 1 and n even.

Comparison of two methods for approximation of probability distributions with prescribed marginals

Albert Pérez, Milan Studený (2007)

Kybernetika

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Let P be a discrete multidimensional probability distribution over a finite set of variables N which is only partially specified by the requirement that it has prescribed given marginals { P A ; A 𝒮 } , where 𝒮 is a class of subsets of N with 𝒮 = N . The paper deals with the problem of approximating P on the basis of those given marginals. The divergence of an approximation P ^ from P is measured by the relative entropy H ( P | P ^ ) . Two methods for approximating P are compared. One of them uses formerly introduced...

Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs

Beatris A. Escobedo-Trujillo, Carmen G. Higuera-Chan (2019)

Kybernetika

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In this paper we are concerned with a class of time-varying discounted Markov decision models n with unbounded costs c n and state-action dependent discount factors. Specifically we study controlled systems whose state process evolves according to the equation x n + 1 = G n ( x n , a n , ξ n ) , n = 0 , 1 , ... , with state-action dependent discount factors of the form α n ( x n , a n ) , where a n and ξ n are the control and the random disturbance at time n , respectively. Assuming that the sequences of functions { α n } , { c n } and { G n } converge, in certain sense, to α ,...

Optimality conditions for maximizers of the information divergence from an exponential family

František Matúš (2007)

Kybernetika

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The information divergence of a probability measure P from an exponential family over a finite set is defined as infimum of the divergences of P from Q subject to Q . All directional derivatives of the divergence from are explicitly found. To this end, behaviour of the conjugate of a log-Laplace transform on the boundary of its domain is analysed. The first order conditions for P to be a maximizer of the divergence from are presented, including new ones when P  is not projectable...