14 citations · 20 across the 4 of their papers we have counts for
5 papers
Predicting Session Length in Media Streaming
Theodore Vasiloudis, Hossein Vahabi, Ross Kravitz +1
Session length is a very important aspect in determining a user's satisfaction with a media streaming service. Being able to predict how long a session will last can be of great us…
Quickest Detection with Discretely Controlled Observations
Erhan Bayraktar, Ross Kravitz
We study a continuous time Bayesian quickest detection problem in which observation times are a scarce resource. The agent, limited to making a finite number of discrete observatio…
Quickest Search over Brownian Channels
Erhan Bayraktar, Ross Kravitz
In this paper we resolve an open problem proposed by Lai, Poor, Xin, and Georgiadis (2011, IEEE Transactions on Information Theory). Consider a sequence of Brownian Motions with un…
Stability of exponential utility maximization with respect to market perturbations
Erhan Bayraktar, Ross Kravitz
We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose we…
On the Stability of Utility Maximization Problems
Erhan Bayraktar, Ross Kravitz
In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of we…