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JAIR
2006
160views more  JAIR 2006»
14 years 10 months ago
Anytime Point-Based Approximations for Large POMDPs
The Partially Observable Markov Decision Process has long been recognized as a rich framework for real-world planning and control problems, especially in robotics. However exact s...
Joelle Pineau, Geoffrey J. Gordon, Sebastian Thrun
SIAMCO
2002
87views more  SIAMCO 2002»
14 years 9 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
ICMLA
2009
14 years 7 months ago
Sensitivity Analysis of POMDP Value Functions
In sequential decision making under uncertainty, as in many other modeling endeavors, researchers observe a dynamical system and collect data measuring its behavior over time. The...
Stéphane Ross, Masoumeh T. Izadi, Mark Merc...
GECCO
2010
Springer
189views Optimization» more  GECCO 2010»
14 years 7 months ago
Multiobjective evolutionary algorithm for software project portfolio optimization
Large software companies have to plan their project portfolio to maximize potential portfolio return and strategic alignment, while balancing various preferences, and considering ...
Thomas Kremmel, Jirí Kubalík, Stefan...
ATAL
2009
Springer
15 years 4 months ago
From DPS to MAS to ...: continuing the trends
The most important and interesting of the computing challenges we are facing are those that involve the problems and opportunities afforded by massive decentralization and disinte...
Michael N. Huhns