We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
Temporal planning (TP) is notoriously difficult because it requires to solve a propositional STRIPS planning problem with temporal constraints. In this paper, we propose an efficie...
Discrete optimization problemsarise throughout many real world domainsincluding planning, decision making, and search. NP-hardin general, these problems require novel approachesto...
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
Planning as satisfiability (SAT-Plan) is one of the best approaches to optimal planning, which has been shown effective on problems in many different domains. However, the potenti...