9604 search results - page 12 / 1921 » The Duality of TIme and Information |
FS
2006
14 years 9 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
CIKM
2009
Springer
15 years 28 days ago
2009
Springer
While provenance has been extensively studied in the literature, the efficient evaluation of provenance queries remains an open problem. Traditional query optimization techniques...
LICS
2006
IEEE
15 years 3 months ago
2006
IEEE
A compositional Petri net based semantics is given to a simple pointer-manipulating language. The model is then applied to give a notion of validity to the judgements made by conc...
WSC
2004
14 years 11 months ago
2004
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
COLT
1999
Springer
15 years 1 months ago
1999
Springer
We present a unified framework for reasoning about worst-case regret bounds for learning algorithms. This framework is based on the theory of duality of convex functions. It brin...