2 papers
eess.SY2026
Consistent Variance Estimation for Q-Function Estimators in Finite-Horizon MDP Tree Search
Zhenyu Yue, Jie Xu, Chun-Hung Chen +2
We study the variance of Q-function estimators in finite-horizon, finite-state Markov decision process (MDP) tree search. We show that the variance decomposes into three components…
econ.GN2021
Computational Efficiency in Multivariate Adversarial Risk Analysis Models
Michael Macgregor Perry, Hadi El-Amine
In this paper we address the computational feasibility of the class of decision theoretic models referred to as adversarial risk analyses (ARA). These are models where a decision m…