Abstract:
We prove a central limit theorem for a class of additive processes that arise naturally in the
theory of finite horizon Markov decision problems. The main theorem generalizes a…

The Third Biennial Urie Bronfenbrenner Conference
The Neuroscience of Risky Decision Making
September 22-23, 2011
102 Mann Library (off the lobby)
Cornell University

In many practical situations one has to make decisions sequentially based on data available at the time of the decision and facing uncertainty of the future. This leads to optimization problems which…