Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
In this paper, we consider the problem of dynamic lightpath protection in survivable WDM networks with single link failure model. Our work concerns in how to dynamically determine...
In this paper we present a genetic algorithm applied to the problem of mission planning for Joint Suppression of Enemy Air Defenses (JSEAD) in support of air strike operations. Th...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Abstract. Two main challenges of robot action planning in real domains are uncertain action effects and dynamic environments. In this paper, an instance-based action model is lear...