Now showing items 1-2 of 2

    • Dynamic benchmark targeting 

      Schlag, Karl H.; Zapechelnyuk, Andriy (2017-05-01) - Journal article
      We study decision making in complex discrete-time dynamic environments where Bayesian optimization is intractable. A decision maker is equipped with a finite set of benchmark strategies. She aims to perform similarly to ...
    • Optimal allocation with ex post verification and limited penalties 

      Mylovanov, Tymofiy; Zapechelnyuk, Andriy (2017-09) - Journal article
      Several agents with privately known social values compete for a prize. The prize is allocated based on the claims of the agents, and the winner is subject to a limited penalty if he makes a false claim. If the number of ...