508 search results - page 70 / 102 » Learning for stochastic dynamic programming |
133
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GECCO
2006
Springer
15 years 5 months ago
2006
Springer
Trading rules are widely used by practitioners as an effective means to mechanize aspects of their reasoning about stock price trends. However, due to the simplicity of these rule...
111
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ANOR
2007
15 years 2 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
157
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IPPS
2010
IEEE
14 years 12 months ago
2010
IEEE
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
130
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ACL
1998
15 years 3 months ago
1998
This paper describes a novel method by which a dialogue agent can learn to choose an optimal dialogue strategy. While it is widely agreed that dialogue strategies should be formul...
129
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NIPS
1996
15 years 3 months ago
1996
Dynamic Programming, Q-learning and other discrete Markov Decision Process solvers can be applied to continuous d-dimensional state-spaces by quantizing the state space into an arr...