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math.AP2015
On the Cauchy problem for non-local Ornstein--Uhlenbeck operators
Enrico Priola, Stefano Tracà
We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the Lévy measu…
stat.ML2015★ 2 cited
Regulating Greed Over Time in Multi-Armed Bandits
Stefano Tracà, Cynthia Rudin, Weiyu Yan
In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just befor…