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AINA
2007
IEEE
15 years 3 months ago
Conflict Detection and Resolution in Context-Aware Authorization
Pervasive computing environments introduce new requirements in expressiveness and flexibility of access control policies which are almost addressable leveraging contextual informa...
Amir Reza Masoumzadeh, Morteza Amini, Rasool Jalil...
RTA
2010
Springer
15 years 3 months ago
A Rewriting Logic Semantics Approach to Modular Program Analysis
The K framework, based on rewriting logic semantics, provides a powerful logic for defining the semantics of programming languages. While most work in this area has focused on deļ...
Mark Hills, Grigore Rosu
ICML
2007
IEEE
16 years 20 days ago
Bayesian actor-critic algorithms
We1 present a new actor-critic learning model in which a Bayesian class of non-parametric critics, using Gaussian process temporal difference learning is used. Such critics model ...
Mohammad Ghavamzadeh, Yaakov Engel
WSC
2007
15 years 2 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
ANOR
2005
83views more  ANOR 2005»
14 years 11 months ago
Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
Xiuli Chao, K. K. Lai, Shouyang Wang, Mei Yu