107 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR169 papers
- Université Savoie Mont BlancFR162 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR85 papers
- Institut National des Sciences Mathématiques et de leurs InteractionsFR69 papers
- Laboratoire de Mathématiques Blaise PascalFR33 papers
- Laboratoire Jean-Alexandre DieudonnéFR21 papers
- Laboratoire Optimisation de la Conception et Ingénierie de l'EnvironnementFR21 papers
- Université Grenoble AlpesFR19 papers
- Université Paris-Est CréteilFR19 papers
- University College DublinIE17 papers
- Université Nice Sophia AntipolisFR16 papers
- Pontifícia Universidade Católica do ParanáBR15 papers
3 papers · 1 filter
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…
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…
Is every toric variety an M-variety?
Frédéric Bihan, Matthias Franz, Clint McCrory +1
A complex algebraic variety X defined over the real numbers is called an M-variety if the sum of its Betti numbers (for homology with closed supports and coefficients in Z/2) coinc…