We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
We present a branch-and-bound algorithm for minimizing a convex quadratic objective function over integer variables subject to convex constraints. In a given node of the enumerati...
We describe a system that successfully transfers value function knowledge across multiple subdomains of realtime strategy games in the context of multiagent reinforcement learning....
Image segmentation plays an important role in many medical imaging systems, yet in complex circumstances it is still a challenging problem. Among many difficulties, problem caused ...
PACMAN (Passive and Active Compensability Multicriteria ANalysis) is a multiple criteria methodology based on a decision maker oriented notion of compensation, called compensabili...