“Diffusion Asymptotics for
Sequential Experiment”
We propose a new
diffusion-asymptotic analysis for sequentially randomized experiments. Rather
than taking sample size n to…
Bob Bland joined the faculty in ORIE at Cornell in 1978 as an assistant professor. He was promoted to associate professor in 1981 and professor in 1987. He served as Director of the School of…
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…