We cast model-free reinforcement learning as the problem of maximizing the likelihood of a probabilistic mixture model via sampling, addressing both the infinite and finite horizo...
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
In this paper, we compare the availability and performance of a wireless TDMA system with and without automatic protection switching. Stochastic reward net models are constructed ...
Hairong Sun, Yonghuan Cao, Kishor S. Trivedi, Jame...
This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic systems. The propo...
For birth and death processes with finite state space consisting of N + 1 points (N 2), we consider stochastic processes induced by conditioning on hitting the right boundary poi...