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» UMDAs for dynamic optimization problems
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JCP
2007
143views more  JCP 2007»
15 years 12 days ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
123
Voted
PPSN
2010
Springer
14 years 11 months ago
Improved Dynamic Lexicographic Ordering for Multi-Objective Optimisation
Abstract. There is a variety of methods for ranking objectives in multiobjective optimization and some are difficult to define because they require information a priori (e.g. esta...
Juan Pedro Castro Gutiérrez, Dario Landa-Si...
CVPR
2011
IEEE
14 years 10 months ago
Dynamic Batch Mode Active Learning
Active learning techniques have gained popularity in reducing human effort to annotate data instances for inducing a classifier. When faced with large quantities of unlabeled dat...
Shayok Chakraborty, Vineeth Balasubramanian, Sethu...
96
Voted
TON
2010
132views more  TON 2010»
14 years 11 months ago
The optimality of two prices: maximizing revenue in a stochastic communication system
—This paper considers the problem of pricing and transmission scheduling for an Access Point (AP) in a wireless network, where the AP provides service to a set of mobile users. T...
Longbo Huang, Michael J. Neely
IOR
2008
109views more  IOR 2008»
15 years 15 days ago
Polynomial-Time Algorithms for Stochastic Uncapacitated Lot-Sizing Problems
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
Yongpei Guan, Andrew J. Miller