Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
Recent developments in grid-based and point-based approximation algorithms for POMDPs have greatly improved the tractability of POMDP planning. These approaches operate on sets of...
Joelle Pineau, Geoffrey J. Gordon, Sebastian Thrun
A nonplanar graph G is near-planar if it contains an edge e such that G − e is planar. The problem of determining the crossing number of a near-planar graph is exhibited from di...
The problem of estimating a sparse channel, i.e. a channel with a few non-zero taps, appears in many fields of communication including acoustic underwater or wireless transmissions...
Rad Niazadeh, Massoud Babaie-Zadeh, Christian Jutt...
We present a closed-form solution for the symmetrization problem, solving for the optimal deformation that reconciles a set of local bilateral symmetries. Given as input a set of ...