354 search results - page 65 / 71 » Approximate Option Pricing |
TCS
2010
13 years 5 months ago
2010
Abstract. We study a general class of non-cooperative games coming from combinatorial covering and facility location problems. A game for k players is based on an integer programmi...
INFOCOM
2010
IEEE
13 years 5 months ago
2010
IEEE
Abstract-- In this paper, we consider the problem of optimal control for throughput utility maximization in cognitive radio networks with dynamic user arrivals and departures. The ...
COMPGEOM
2011
ACM
12 years 11 months ago
2011
ACM
We propose a framework for compressive sensing of images with local geometric features. Specifically, let x ∈ RN be an N-pixel image, where each pixel p has value xp. The image...
NIPS
1996
13 years 8 months ago
1996
Dynamic Programming, Q-learning and other discrete Markov Decision Process solvers can be applied to continuous d-dimensional state-spaces by quantizing the state space into an arr...
SIGECOM
2009
ACM
14 years 2 months ago
2009
ACM
We study online pricing problems in markets with cancellations, i.e., markets in which prior allocation decisions can be revoked, but at a cost. In our model, a seller receives re...