18 citations · 25 across the 3 of their papers we have counts for
7 papers
Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon
Thomas Ragel, Bruno Ziliotto
This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies su…
Unknown I.I.D. Prophets: Better Bounds, Streaming Algorithms, and a New Impossibility
José Correa, Paul Dütting, Felix Fischer +2
A prophet inequality states, for some , that the expected value achievable by a gambler who sequentially observes random variables and selects one of the…
History-dependent evaluations in POMDPs
Xavier Venel, Bruno Ziliotto
We consider POMDPs in which the weight of the stage payoff depends on the past sequence of signals and actions occurring in the infinitely repeated problem. We prove that for all e…
An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
William M. Feldman, Jean-Baptiste Fermanian, Bruno Ziliotto
We give an example of the failure of homogenization for a viscous Hamilton-Jacobi equation with non-convex Hamiltonian.
Prophet Secretary Through Blind Strategies
Jose Correa, Raimundo Saona, Bruno Ziliotto
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop…
Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
Bruno Ziliotto
This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of th…