activity
20152020
most citedWeak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations

11 citations · 19 across the 5 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2015

Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability

Roland Fryer, Philipp Harms

We present a two-armed bandit model of decision making under uncertainty where the expected return to investing in the "risky arm" increases when choosing that arm and decreases wh…