We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
We consider a fault-tolerant generalization of the classical uncapacitated facility location problem, where each client j has a requirement that rj distinct facilities serve it, i...
This paper steps back from the standard infinite horizon formulation of reinforcement learning problems to consider the simpler case of finite horizon problems. Although finite ho...
In this paper, we present an access scheme to satisfy the QoS requirements for two classes of traffic during the contention phase of packet-switched wireless communications. In the...
We present a novel algorithm that allows agents to discover a navigation mesh for an environment as they move through the environment. The Navigation-Mesh Automated Discovery (NMA...
D. Hunter Hale, G. Michael Youngblood, Nikhil S. K...