—This paper introduces an algorithm for direct search of control policies in continuous-state discrete-action Markov decision processes. The algorithm looks for the best closed-l...
Lucian Busoniu, Damien Ernst, Bart De Schutter, Ro...
Uncertain data is inherent in a few important applications such as environmental surveillance and mobile object tracking. Top-k queries (also known as ranking queries) are often n...
Existing enterprise calendaring systems have suffered from problems like rigidity, lack of transparency, and poor integration with social networks. We present the system design an...
Mikhil Masli, Werner Geyer, Casey Dugan, Beth Brow...
In the era of multicores, many applications that tend to require substantial compute power and data crunching (aka Throughput Computing Applications) can now be run on desktop PCs...
Chi-Keung Luk, Ryan Newton, William Hasenplaugh, M...
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...