output
19962022
most citedThe VOLNA code for the numerical modelling of tsunami waves: generation, propagation and inundation

107 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2005 · math.PRShow all

2 papers · 2 filters

math.PR2005

A penalized bandit algorithm

Damien Lamberton, Gilles Pagès

We study a two armed-bandit algorithm with penalty. We show the convergence of the algorithm and establish the rate of convergence. For some choices of the parameters, we obtain a…

math.PR2005

How fast is the bandit?

Damien Lamberton, Gilles Pagès

In this paper we investigate the rate of convergence of the so-called two-armed bandit algorithm in a financial context of asset allocation. The behaviour of the algorithm turns ou…