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» Modelling Uncertainty in Agent Programming
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IOR
2006
91views more  IOR 2006»
15 years 13 days ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
104
Voted
EMMCVPR
2005
Springer
15 years 6 months ago
Reverse-Convex Programming for Sparse Image Codes
Abstract. Reverse-convex programming (RCP) concerns global optimization of a specific class of non-convex optimization problems. We show that a recently proposed model for sparse ...
Matthias Heiler, Christoph Schnörr
88
Voted
CIMCA
2005
IEEE
15 years 6 months ago
Rankings from Fuzzy Pairwise Comparisons
We propose a new method for deriving rankings from fuzzy pairwise comparisons. It is based on the observation that quantification of the uncertainty of the pairwise comparisons sh...
Pim van den Broek, Joost Noppen
ICIAP
2009
ACM
15 years 7 months ago
Towards a Theoretical Framework for Learning Multi-modal Patterns for Embodied Agents
Multi-modality is a fundamental feature that characterizes biological systems and lets them achieve high robustness in understanding skills while coping with uncertainty. Relativel...
Nicoletta Noceti, Barbara Caputo, Claudio Castelli...
ATAL
2008
Springer
15 years 2 months ago
Simultaneously modeling humans' preferences and their beliefs about others' preferences
In strategic multiagent decision making, it is often the case that a strategic reasoner must hold beliefs about other agents and use these beliefs to inform its decision making. T...
Sevan G. Ficici, Avi Pfeffer