This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
Policy search is a method for approximately solving an optimal control problem by performing a parametric optimization search in a given class of parameterized policies. In order ...
Many temporal processes can be naturally modeled as a stochastic system that evolves continuously over time. The representation language of continuous-time Bayesian networks allow...
We present a parameter inference algorithm for autonomous stochastic linear hybrid systems, which computes a maximum-likelihood model, given only a set of continuous output data of...
d abstract) Christel Baiera, Joost-Pieter Katoenb;c and Holger Hermannsc aLehrstuhl fur Praktische Informatik II, University of Mannheim 68131 Mannheim, Germany bLehrstuhl fur Info...