Sciweavers

2131 search results - page 196 / 427
» A computational approximation to the AIXI model
Sort
View
CDC
2009
IEEE
147views Control Systems» more  CDC 2009»
15 years 11 months ago
A simulation-based method for aggregating Markov chains
— This paper addresses model reduction for a Markov chain on a large state space. A simulation-based framework is introduced to perform state aggregation of the Markov chain base...
Kun Deng, Prashant G. Mehta, Sean P. Meyn
CDC
2009
IEEE
132views Control Systems» more  CDC 2009»
15 years 11 months ago
Q-learning and Pontryagin's Minimum Principle
Abstract— Q-learning is a technique used to compute an optimal policy for a controlled Markov chain based on observations of the system controlled using a non-optimal policy. It ...
Prashant G. Mehta, Sean P. Meyn
166
Voted
IOR
2010
71views more  IOR 2010»
15 years 3 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
WSC
2004
15 years 8 months ago
Efficient Simulation-Based Discrete Optimization
In many practical applications of simulation it is desirable to optimize the levels of integer or binary variables that are inputs for the simulation model. In these cases, the ob...
Seth D. Guikema, Rachel A. Davidson, Zehra Ç...
WWW
2009
ACM
16 years 7 months ago
Bid optimization for broad match ad auctions
Ad auctions in sponsored search support"broad match"that allows an advertiser to target a large number of queries while bidding only on a limited number. While giving mo...
Eyal Even-Dar, Vahab S. Mirrokni, S. Muthukrishnan...