Previous studies have shown that non-human primates can generate highly stochastic choice behaviour, especially when this is required during a competitive interaction with another...
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
This conference report gives an overview of the 10th International French-speaking conference on Knowledge Discovery and Management (KDM) held in Hammamet, Tunisia, January 26-29,...
In smart grid, a home appliance can adjust its power consumption level according to the realtime power price obtained from communication channels. Most studies on smart grid do not...
Partially observable Markov decision processes (POMDPs) are widely used for planning under uncertainty. In many applications, the huge size of the POMDP state space makes straightf...
Joni Pajarinen, Jaakko Peltonen, Ari Hottinen, Mik...