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SIAMCO
2008
121views more  SIAMCO 2008»
15 years 6 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
WCNC
2010
IEEE
15 years 4 months ago
Codebook Design for Memory-Based Quantization of Precoder Matrix in Low-Rate Feedback MIMO Systems with Temporally Correlated Fa
—An important transmitter adaptation technique used in multiple-input multiple-output (MIMO) communication systems is precoding based on the dominant right-singular vectors of th...
Pradeepa Yahampath, Are Hjørungnes
AAAI
2008
15 years 8 months ago
Computing Observation Vectors for Max-Fault Min-Cardinality Diagnoses
Model-Based Diagnosis (MBD) typically focuses on diagnoses, minimal under some minimality criterion, e.g., the minimal-cardinality set of faulty components that explain an observa...
Alexander Feldman, Gregory M. Provan, Arjan J. C. ...
NIPS
2001
15 years 7 months ago
Variance Reduction Techniques for Gradient Estimates in Reinforcement Learning
Policy gradient methods for reinforcement learning avoid some of the undesirable properties of the value function approaches, such as policy degradation (Baxter and Bartlett, 2001...
Evan Greensmith, Peter L. Bartlett, Jonathan Baxte...
CSDA
2006
84views more  CSDA 2006»
15 years 6 months ago
Three-mode partitioning
The three-mode partitioning model is a clustering model for three-way three-mode data sets that implies a simultaneous partitioning of all three modes involved in the data. In the...
Jan Schepers, Iven Van Mechelen, Eva Ceulemans