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JCAM
2011
69views more  JCAM 2011»
14 years 22 days ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
ICA
2012
Springer
13 years 5 months ago
New Online EM Algorithms for General Hidden Markov Models. Application to the SLAM Problem
In this contribution, new online EM algorithms are proposed to perform inference in general hidden Markov models. These algorithms update the parameter at some deterministic times ...
Sylvain Le Corff, Gersende Fort, Eric Moulines
IPPS
2006
IEEE
15 years 3 months ago
Solving generic role assignment exactly
role assignment is a programming abstraction that supports the assignment of user-defined roles to sensor nodes such that certain conditions are met. Many common network configu...
Christian Frank, Kay Römer
CDC
2010
IEEE
163views Control Systems» more  CDC 2010»
14 years 4 months ago
A distributed joint-learning and auction algorithm for target assignment
We consider an agent-target assignment problem in an unknown environment modeled as an undirected graph. Agents do not know this graph or the locations of the targets on it. Howeve...
Teymur Sadikhov, Minghui Zhu, Sonia Martíne...
ICML
2000
IEEE
15 years 10 months ago
Convergence Problems of General-Sum Multiagent Reinforcement Learning
Stochastic games are a generalization of MDPs to multiple agents, and can be used as a framework for investigating multiagent learning. Hu and Wellman (1998) recently proposed a m...
Michael H. Bowling