Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two sta...
Ingo Oesterreicher, Andreas Mitschele, Frank Schlo...
We consider the problem of efficiently learning optimal control policies and value functions over large state spaces in an online setting in which estimates must be available afte...
Abstract— Many problems associated with networked systems can be formulated as network utility maximization (NUM) problems. NUM problems maximize a global separable measure of ne...
Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal proces...
Dynamic programming provides a methodology to develop planners and controllers for nonlinear systems. However, general dynamic programming is computationally intractable. We have ...