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CORR
2010
Springer
127views Education» more  CORR 2010»
15 years 1 months ago
Online Algorithms for the Multi-Armed Bandit Problem with Markovian Rewards
We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. Th...
Cem Tekin, Mingyan Liu
SODA
2004
ACM
104views Algorithms» more  SODA 2004»
15 years 3 months ago
Tight bounds for the partial-sums problem
We close the gaps between known lower and upper bounds for the online partial-sums problem in the RAM and group models of computation. If elements are chosen from an abstract grou...
Mihai Patrascu, Erik D. Demaine
CEC
2007
IEEE
15 years 8 months ago
Evolving neuromodulatory topologies for reinforcement learning-like problems
— Environments with varying reward contingencies constitute a challenge to many living creatures. In such conditions, animals capable of adaptation and learning derive an advanta...
Andrea Soltoggio, Peter Dürr, Claudio Mattius...
WSC
2001
15 years 3 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
INFOCOM
2008
IEEE
15 years 8 months ago
The Meandering Current Mobility Model and its Impact on Underwater Mobile Sensor Networks
—Underwater mobile acoustic sensor networks are promising tools for the exploration of the oceans. These networks require new robust solutions for fundamental issues such as: loc...
Antonio Caruso, Francesco Paparella, Luiz Filipe M...