108 citations · 345 across the 44 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
stat.ME2023
Optimal Short-Term Forecast for Locally Stationary Functional Time Series
Yan Cui, Zhou Zhou
Accurate curve forecasting is of vital importance for policy planning, decision making and resource allocation in many engineering and industrial applications. In this paper we est…
math.OC2023
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes
Erhan Bayraktar, Yu-Jui Huang, Zhenhua Wang +1
This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the…