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» Randomized Algorithms for 3-SAT
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WSC
2004
15 years 8 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
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...
Athanassios N. Avramidis
SODA
2003
ACM
107views Algorithms» more  SODA 2003»
15 years 8 months ago
Fault-tolerant facility location
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...
Chaitanya Swamy, David B. Shmoys
AAAI
1997
15 years 8 months ago
Reinforcement Learning with Time
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...
Daishi Harada
NETWORKING
2000
15 years 8 months ago
Efficient Network Utilization for Multimedia Wireless Networks
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...
Xin Liu, Edwin K. P. Chong, Ness B. Shroff
FLAIRS
2010
15 years 7 months ago
Using Intelligent Agents to Build Navigation Meshes
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...