Sciweavers

1619 search results - page 92 / 324
» Structure in the Space of Value Functions
Sort
View
FS
2006
117views more  FS 2006»
14 years 9 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
ICRA
2010
IEEE
163views Robotics» more  ICRA 2010»
14 years 8 months ago
Exploiting domain knowledge in planning for uncertain robot systems modeled as POMDPs
Abstract— We propose a planning algorithm that allows usersupplied domain knowledge to be exploited in the synthesis of information feedback policies for systems modeled as parti...
Salvatore Candido, James C. Davidson, Seth Hutchin...
CDC
2010
IEEE
139views Control Systems» more  CDC 2010»
14 years 4 months ago
Q-learning and enhanced policy iteration in discounted dynamic programming
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
Dimitri P. Bertsekas, Huizhen Yu
JMLR
2010
137views more  JMLR 2010»
14 years 4 months ago
Importance Sampling for Continuous Time Bayesian Networks
A continuous time Bayesian network (CTBN) uses a structured representation to describe a dynamic system with a finite number of states which evolves in continuous time. Exact infe...
Yu Fan, Jing Xu, Christian R. Shelton
WWW
2005
ACM
15 years 10 months ago
MemoSpace: a visualization tool for web navigation
A central aspect of reducing orientation problems in web navigation concerns the design of adequate navigation aids. Visualization of users' navigation path in form of a temp...
Jacqueline Waniek, Holger Langner, Falk Schmidsber...