Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
In this paper we propose a genetic programming approach to learning stochastic models with unsymmetrical noise distributions. Most learning algorithms try to learn from noisy data...
We consider linear models for stochastic dynamics. To any such model can be associated a network (namely a directed graph) describing which degrees of freedom interact under the d...
This paper introduces a new model, i.e. state-coupled replicator dynamics, expanding the link between evolutionary game theory and multiagent reinforcement learning to multistate ...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...