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» In Praise of Numerical Computation
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ATAL
2006
Springer
15 years 10 months ago
A stochastic language for modelling opponent agents
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...
CDC
2009
IEEE
167views Control Systems» more  CDC 2009»
15 years 10 months ago
An optimal control approach for the registration of image time-series
— 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...
Marc Niethammer, Gabe L. Hart, Christopher Zach
CDC
2009
IEEE
143views Control Systems» more  CDC 2009»
15 years 10 months ago
Parameter approximate dynamic optimization for PSO systems
— 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...
Qi Kang, Lei Wang, Derong Liu, Qidi Wu
WSC
2007
15 years 9 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
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 ...
Jörn Dunkel, Stefan Weber
WSC
2008
15 years 9 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
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...
Luca Capriotti