48 search results - page 6 / 10 » An Analysis of Case-Based Value Function Approximation by Ap... |
JMLR
2010
13 years 2 months ago
2010
We consider the Bellman residual minimization approach for solving discounted Markov decision problems, where we assume that a generative model of the dynamics and rewards is avai...
KI
2007
Springer
13 years 7 months ago
2007
Springer
We present an approximation method that solves a class of Decentralized hybrid Markov Decision Processes (DEC-HMDPs). These DEC-HMDPs have both discrete and continuous state variab...
SIGSOFT
2006
ACM
14 years 8 months ago
2006
ACM
A method for extracting syntactic specifications from heapmanipulating code is described. The state of the heap is represented as an environment mapping each variable or field to ...
ICML
1999
IEEE
14 years 8 months ago
1999
IEEE
Excerpted from: Boyan, Justin. Learning Evaluation Functions for Global Optimization. Ph.D. thesis, Carnegie Mellon University, August 1998. (Available as Technical Report CMU-CS-...
WSC
2004
13 years 9 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...