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COLT
2010
Springer
14 years 10 months ago
Learning with Global Cost in Stochastic Environments
We consider an online learning setting where at each time step the decision maker has to choose how to distribute the future loss between k alternatives, and then observes the los...
Eyal Even-Dar, Shie Mannor, Yishay Mansour
JCAM
2010
107views more  JCAM 2010»
14 years 6 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
JCSS
2006
56views more  JCSS 2006»
14 years 11 months ago
Determining model accuracy of network traces
Accurate network modeling is critical to the design of network protocols. Traditional modeling approaches, such as Discrete Time Markov Chains (DTMC) are limited in their ability ...
Almudena Konrad, Ben Y. Zhao, Anthony D. Joseph
IDEAL
2005
Springer
15 years 5 months ago
Patterns in Complex Systems Modeling
The design, development, and use of complex systems models raises a unique class of challenges and potential pitfalls, many of which are commonly recurring problems. Over time, res...
Janet Wiles, James Watson
PKDD
2010
Springer
129views Data Mining» more  PKDD 2010»
14 years 10 months ago
Smarter Sampling in Model-Based Bayesian Reinforcement Learning
Abstract. Bayesian reinforcement learning (RL) is aimed at making more efficient use of data samples, but typically uses significantly more computation. For discrete Markov Decis...
Pablo Samuel Castro, Doina Precup