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WSC
2004
15 years 3 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
ISPE
2003
15 years 3 months ago
Coordination in utility managed multi-agent groups
A two stage approach to co-ordination in a multi-agent society is presented. The first stage involves agents learning to co-ordinate their activities based on local and global uti...
Fernanda Barbosa, José C. Cunha, Omer F. Ra...
ATAL
2010
Springer
15 years 3 months ago
Bootstrapping trust evaluations through stereotypes
In open, dynamic multi-agent systems, agents may form short-term ad-hoc groups, such as coalitions, in order to meet their goals. Trust and reputation are crucial concepts in thes...
Chris Burnett, Timothy J. Norman, Katia P. Sycara
GECCO
2008
Springer
123views Optimization» more  GECCO 2008»
15 years 3 months ago
MLS security policy evolution with genetic programming
In the early days a policy was a set of simple rules with a clear intuitive motivation that could be formalised to good effect. However the world is becoming much more complex. S...
Yow Tzu Lim, Pau-Chen Cheng, Pankaj Rohatgi, John ...
AR
2007
138views more  AR 2007»
15 years 2 months ago
Integrating robotics and neuroscience: brains for robots, bodies for brains
—Researchers in robotics and artificial intelligence have often looked at biology as a source of inspiration for solving their problems. From the opposite perspective, neuroscie...
Michele Rucci, Daniel Bullock, Fabrizio Santini