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WINE
2009
Springer
178views Economy» more  WINE 2009»
16 years 29 days ago
Computing Optimal Contracts in Series-Parallel Heterogeneous Combinatorial Agencies
We study an economic setting in which a principal motivates a team of strategic agents to exert costly effort toward the success of a joint project. The action taken by each agent...
Yuval Emek, Michal Feldman
INFOCOM
2007
IEEE
16 years 20 days ago
Near-Optimal Data Dissemination Policies for Multi-Channel, Single Radio Wireless Sensor Networks
Abstract—We analyze the performance limits of data dissemination with multi-channel, single radio sensors. We formulate the problem of minimizing the average delay of data dissem...
David Starobinski, Weiyao Xiao, Xiangping Qin, Ari...
WSC
2007
15 years 8 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
WSC
2008
15 years 8 months ago
Approximate dynamic programming: Lessons from the field
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Warren B. Powell
AAAI
2010
15 years 7 months ago
Reinforcement Learning via AIXI Approximation
This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. This approach is based on a direct approximation of AIXI, a Bayesian...
Joel Veness, Kee Siong Ng, Marcus Hutter, David Si...