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JCP
2007
143views more  JCP 2007»
15 years 6 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
WIAS
2008
85views more  WIAS 2008»
15 years 6 months ago
Optimal combinatorial electricity markets
The deregulation of the electricity industry in many countries has created a number of marketplaces in which producers and consumers can operate in order to more effectively manage...
Yoseba K. Penya, Nicholas R. Jennings
CORR
2004
Springer
121views Education» more  CORR 2004»
15 years 6 months ago
Worst-Case Optimal Tree Layout in a Memory Hierarchy
Consider laying out a fixed-topology tree of N nodes into external memory with block size B so as to minimize the worst-case number of block memory transfers required to traverse ...
Erik D. Demaine, John Iacono, Stefan Langerman
TIT
2010
300views Education» more  TIT 2010»
15 years 1 months ago
Polar codes are optimal for lossy source coding
We consider lossy source compression of a binary symmetric source using polar codes and the low-complexity successive encoding algorithm. It was recently shown by Arikan that polar...
Satish Babu Korada, Rüdiger L. Urbanke
ICASSP
2011
IEEE
14 years 10 months ago
Real-time design of a space/spatial-frequency optimal filter for highly nonstationary two-dimensional signal estimation
Two-dimensional (2D) optimal filter for highly nonstationary 2D signal estimation is developed. It is based on the real-time results of space/spatial-frequency (S/SF) analysis, on...
Veselin N. Ivanovic, Nevena Radovic, Srdjan Jovano...