3 citations · 3 across the 3 of their papers we have counts for
3 papers
Fixed Confidence Best Arm Identification in the Bayesian Setting
Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki
We consider the fixed-confidence best arm identification (FC-BAI) problem in the Bayesian setting. This problem aims to find the arm of the largest mean with a fixed confidence lev…
An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
Joseph Najnudel, Shen-Ning Tung, Kazutoshi Yamazaki +1
We present a model for price dynamics in the Automated Market Makers (AMM) setting. Within this framework, we propose a reference market price following a geometric Brownian motion…
Non-zero-sum optimal stopping game with continuous versus periodic exercise opportunities
José Luis Pérez, Neofytos Rodosthenous, Kazutoshi Yamazaki
We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and…