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AAAI
2007
14 years 22 days ago
2007
Recently the problem of dimensionality reduction has received a lot of interests in many fields of information processing. We consider the case where data is sampled from a low d...
AIPS
2008
14 years 22 days ago
2008
We consider the problem of cooperative multiagent planning under uncertainty, formalized as a decentralized partially observable Markov decision process (Dec-POMDP). Unfortunately...
WSC
2007
14 years 22 days ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
WSC
2008
14 years 22 days ago
2008
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output ...
ATAL
2008
Springer
14 years 12 days ago
2008
Springer
Decentralized Markov decision processes are frequently used to model cooperative multi-agent systems. In this paper, we identify a subclass of general DEC-MDPs that features regul...