688 citations
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8 papers · 1 filter
Monte Carlo *-Minimax Search
Marc Lanctot, Abdallah Saffidine, Joel Veness +2
This paper introduces Monte Carlo *-Minimax Search (MCMS), a Monte Carlo search algorithm for turned-based, stochastic, two-player, zero-sum games of perfect information. The algor…
Existence of global strong solution for Korteweg system with large infinite energy initial data
Boris Haspot
This work is devoted to the study of the initial boundary value problem for a general isothermal model of capillary fluids derived by J.E Dunn and J.Serrin (1985), which can be use…
Remarks on a constrained optimization problem for the Ginibre ensemble
Scott N. Armstrong, Sylvia Serfaty, Ofer Zeitouni
We study the limiting distribution of the eigenvalues of the Ginibre ensemble conditioned on the event that a certain proportion lie in a given region of the complex plane. Using a…
Chaos and Entropic Chaos in Kac's Model Without High Moments
Kleber Carrapatoso, Amit Einav
In this paper we present a new local Lévy Central Limit Theorem, showing convergence to stable states that are not necessarily the Gaussian, and use it to find new and intuitive en…
On the Robust superhedging of measurable claims
Dylan Possamaï, Guillaume Royer, Nizar Touzi
The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that t…
Homogenization and asymptotics for small transaction costs: the multidimensional case
Dylan Possamaï, H. Mete Soner, Nizar Touzi
In the context of the multi-dimensional infinite horizon optimal consumption-investment problem with proportional transaction costs, we provide the first order expansion in small t…