Particle filtering algorithms can be used for the monitoring of dynamic systems with continuous state variables and without any constraints on the form of the probability distribu...
Rational decision making requires full knowledge of the utility function of the person affected by the decisions. However, in many cases, the task of acquiring such knowledge is n...
We study online learning when individual instances are corrupted by adversarially chosen random noise. We assume the noise distribution is unknown, and may change over time with n...
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
We describe a unified framework for random interpretation that generalizes previous randomized intraprocedural analyses, and also extends naturally to efficient interprocedural an...