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153
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WSC
2004
15 years 7 months ago
Exploiting Temporal Uncertainty in Process-Oriented Distributed Simulations
Existing research has defined a new type of simulation time called Approximate Time, where the simulation's knowledge about the values that represent time is uncertain. The a...
Margaret L. Loper, Richard M. Fujimoto
FS
2006
102views more  FS 2006»
15 years 6 months ago
Bounds for Functions of Dependent Risks
Abstract The problem of finding the best-possible lower bound on the distribution of a non-decreasing function of n dependent risks is solved when n = 2 and a lower bound on the co...
Paul Embrechts, Giovanni Puccetti
IJCAI
2001
15 years 7 months ago
Symbolic Dynamic Programming for First-Order MDPs
We present a dynamic programming approach for the solution of first-order Markov decisions processes. This technique uses an MDP whose dynamics is represented in a variant of the ...
Craig Boutilier, Raymond Reiter, Bob Price
140
Voted
WSC
2001
15 years 7 months ago
A new approach to pricing American-style derivatives
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
ECAI
2008
Springer
15 years 8 months ago
Reinforcement Learning with the Use of Costly Features
In many practical reinforcement learning problems, the state space is too large to permit an exact representation of the value function, much less the time required to compute it. ...
Robby Goetschalckx, Scott Sanner, Kurt Driessens