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NIPS
2008
15 years 8 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
MASCOTS
2001
15 years 8 months ago
PTPlan MPLS: A Tool for MPLS Network Dimensioning
This paper presents a tool for MPLS network dimensioning that allows for multi-hour dimensioning of networks supporting simultaneously peer-to-peer and client-server services. The...
Luís Cardoso, Jorge Patrão, Carlos L...
NIPS
2004
15 years 8 months ago
Outlier Detection with One-class Kernel Fisher Discriminants
The problem of detecting "atypical objects" or "outliers" is one of the classical topics in (robust) statistics. Recently, it has been proposed to address this...
Volker Roth
AAAI
2000
15 years 8 months ago
Solving Combinatorial Auctions Using Stochastic Local Search
Combinatorial auctions (CAs) have emerged as an important model in economics and show promise as a useful tool for tackling resource allocation in AI. Unfortunately, winner determ...
Holger H. Hoos, Craig Boutilier
AAAI
1997
15 years 8 months ago
Effective Redundant Constraints for Online Scheduling
The use of heuristics as a means to improve constraint solver performance has been researched widely. However, most work has been on problem-independentheuristics (e.g., variable ...
Lise Getoor, Greger Ottosson, Markus P. J. Fromher...