Abstract. We consider feasible sets given by conic constraints, where the cone defining the constraints is convex with nonempty interior. We study the case where the feasible set i...
This paper describes an architecture that begins with enough general knowledge to play any board game as a novice, and then shifts its decision-making emphasis to learned, game-sp...
Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal...
This paper proposes a new sequential pattern mining method. The method introduces a new evaluation criterion satisfying the Apriori property. The criterion is calculated by the fre...
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...