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» On Optimal Timed Strategies
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EOR
2011
112views more  EOR 2011»
13 years 5 months ago
Continuous time mean variance asset allocation: A time-consistent strategy
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
J. Wang, P. A. Forsyth
FSTTCS
2006
Springer
14 years 2 months ago
Almost Optimal Strategies in One Clock Priced Timed Games
We consider timed games extended with cost information, and prove computability of the optimal cost and of -optimal memoryless strategies in timed games with one clock. In contrast...
Patricia Bouyer, Kim Guldstrand Larsen, Nicolas Ma...
COLT
2004
Springer
14 years 4 months ago
Polynomial Time Prediction Strategy with Almost Optimal Mistake Probability
We give the first polynomial time prediction strategy for any PAC-learnable class C that probabilistically predicts the target with mistake probability poly(log(t)) t = ˜O 1 t w...
Nader H. Bshouty
SODA
2008
ACM
150views Algorithms» more  SODA 2008»
14 years 5 days ago
Finding an optimal tree searching strategy in linear time
We address the extension of the binary search technique from sorted arrays and totally ordered sets to trees and tree-like partially ordered sets. As in the sorted array case, the...
Shay Mozes, Krzysztof Onak, Oren Weimann
FSTTCS
2004
Springer
14 years 4 months ago
Optimal Strategies in Priced Timed Game Automata
Priced timed (game) automata extend timed (game) automata with costs on both locations and transitions. In this paper we focus on reachability priced timed game automata and prove ...
Patricia Bouyer, Franck Cassez, Emmanuel Fleury, K...