42 citations · 92 across the 19 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.OC2018★ 4 cited
Constant payoff in zero-sum stochastic games
Olivier Catoni, Miquel Oliu-Barton, Bruno Ziliotto
In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing th…
cs.DS2018
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…
math.AP2018★ 18 cited
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…