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» Interactive regret minimization
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STOC
2006
ACM
130views Algorithms» more  STOC 2006»
16 years 2 months ago
Online trading algorithms and robust option pricing
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
130
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RECSYS
2009
ACM
15 years 8 months ago
Regret-based optimal recommendation sets in conversational recommender systems
Current conversational recommender systems are unable to offer guarantees on the quality of their recommendations due to a lack of principled user utility models. We develop an ap...
Paolo Viappiani, Craig Boutilier
143
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CORR
2010
Springer
171views Education» more  CORR 2010»
14 years 8 months ago
Online Learning in Opportunistic Spectrum Access: A Restless Bandit Approach
We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activ...
Cem Tekin, Mingyan Liu
146
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CORR
2011
Springer
198views Education» more  CORR 2011»
14 years 5 months ago
Decentralized Online Learning Algorithms for Opportunistic Spectrum Access
—The fundamental problem of multiple secondary users contending for opportunistic spectrum access over multiple channels in cognitive radio networks has been formulated recently ...
Yi Gai, Bhaskar Krishnamachari
AAAI
2004
15 years 3 months ago
Performance Bounded Reinforcement Learning in Strategic Interactions
Despite increasing deployment of agent technologies in several business and industry domains, user confidence in fully automated agent driven applications is noticeably lacking. T...
Bikramjit Banerjee, Jing Peng