We consider the weight design problem for the consensus algorithm under a finite time horizon. We assume that the underlying network is random where the links fail at each iterat...
Abstract. Developing superior artificial board-game players is a widelystudied area of Artificial Intelligence. Among the most challenging games is the Asian game of Go, which, des...
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...
The efficient realization of linear space-variant (non-convolution) filters is a challenging computational problem in image processing. In this paper, we demonstrate that it is po...