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ATMOS
2010
128views Optimization» more  ATMOS 2010»
15 years 5 months ago
Robust Train Routing and Online Re-scheduling
Train Routing is a problem that arises in the early phase of the passenger railway planning process, usually several months before operating the trains. The main goal is to assign...
Alberto Caprara, Laura Galli, Leo G. Kroon, G&aacu...
CORR
2010
Springer
105views Education» more  CORR 2010»
15 years 5 months ago
Optimism in Reinforcement Learning Based on Kullback-Leibler Divergence
We consider model-based reinforcement learning in finite Markov Decision Processes (MDPs), focussing on so-called optimistic strategies. Optimism is usually implemented by carryin...
Sarah Filippi, Olivier Cappé, Aurelien Gari...
CPAIOR
2010
Springer
15 years 5 months ago
Boosting Set Constraint Propagation for Network Design
Abstract. This paper reconsiders the deployment of synchronous optical networks (SONET), an optimization problem naturally expressed in terms of set variables. Earlier approaches, ...
Justin Yip, Pascal Van Hentenryck, Carmen Gervet
FS
2010
148views more  FS 2010»
15 years 5 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
ICASSP
2010
IEEE
15 years 5 months ago
A comparison of approaches for modeling prosodic features in speaker recognition
Prosodic information has been successfully used for speaker recognition for more than a decade. The best-performing prosodic system to date has been one based on features extracte...
Luciana Ferrer, Nicolas Scheffer, Elizabeth Shribe...