2 papers
math.OC2026
Threshold Structure of Optimal Policies in Restart POMDPs
Konstantin Avrachenkov, Alexey Piunovskiy, Yi Zhang
We study a Restart POMDP (Partially Observable Markov Decision Process) on a general Borel state space, where the controller either lets the hidden state evolve unobserved or resta…
math.FA2026
The Granger-Johansen representation theorem for integrated time series on Banach space
Phil Howlett, Brendan Beare, Massimo Franchi +2
We prove an extended Granger-Johansen representation theorem (GJRT) for finite or infinite order integrated autoregressive time series on Banach space. We assume only that the reso…