2 papers
math.PR2023
An exact bandit model for the risk-volatility tradeoff
Max-Olivier Hongler, Renaud Rivier
We revisit the two-armed bandit (TAB) problem where both arms are driven by diffusive stochastic processes with a common instantaneous reward. We focus on situations where the Rado…
math.PR2023
Spectral gap and embedded trees for the Laplacian of the Erdős-Rényi graph
Raphael Ducatez, Renaud Rivier
For the Erdős-Rényi graph of size with mean degree where , with high probability the smallest…