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20222026
most citedA PDE approach for regret bounds under partial monitoring

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math.AP2023★ 1 cited

Comparison of viscosity solutions for a class of second order PDEs on the Wasserstein space

Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

We prove a comparison result for viscosity solutions of second order parabolic partial differential equations in the Wasserstein space. The comparison is valid for semisolutions th…