384 search results - page 77 / 77 » Eliciting properties of probability distributions |
IOR
2008
13 years 5 months ago
2008
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
JMLR
2008
13 years 5 months ago
2008
In this paper we develop a theoretical analysis of the performance of sampling-based fitted value iteration (FVI) to solve infinite state-space, discounted-reward Markovian decisi...
SIGMETRICS
2008
ACM
13 years 5 months ago
2008
ACM
Dynamic networks are those where the topology changes over time and therefore efficient routes need to be maintained by frequent updates. Such updates could be costly in terms of ...
PODC
2009
ACM
14 years 6 months ago
2009
ACM
Consider a completely asynchronous network consisting of n parties where every two parties are connected by a private channel. An adversary At with unbounded computing power activ...