There are numerous cases where a reasoning agent needs to reason about the behavior of an opponent agent. In this paper, we propose a hybrid probabilistic logic language within wh...
Gerardo I. Simari, Amy Sliva, Dana S. Nau, V. S. S...
— This paper discusses an optimal control approach for the registration of image time-series (growth modeling). It combines and augments work on an optimal control formulation to...
— This paper presents a novel swarm approximate dynamic programming method (swarm-ADP) for parameter optimization of PSO systems, from the perspective of optimal control. Based o...
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...