In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
It is well-known that acting in an individually rational manner, according to the principles of classical game theory, may lead to sub-optimal solutions in a class of problems nam...
In this paper, we show that a continuous spectrum of randomisation exists, in which most existing tree randomisations are only operating around the two ends of the spectrum. That ...
Fei Tony Liu, Kai Ming Ting, Yang Yu, Zhi-Hua Zhou
In the efficient social choice problem, the goal is to assign values, subject to side constraints, to a set of variables to maximize the total utility across a population of agent...
We present exact algorithms for identifying deterministic-actions' effects and preconditions in dynamic partially observable domains. They apply when one does not know the ac...