We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
We study the intrinsic difficulty of solving linear parabolic initial value problems numerically at a single point. We present a worst case analysis for deterministic as well as fo...
In this paper we present a simple hierarchical Bayesian treatment of the sparse kernel logistic regression (KLR) model based MacKay's evidence approximation. The model is re-p...
A novel method of learning complex fuzzy decision regions in the n-dimensional feature space is proposed. Through the fuzzy decision regions, a given pattern's class membershi...
This paper describes an algorithm for solving large state-space MDPs (represented as factored MDPs) using search by successive refinement in the space of non-homogeneous partition...