195 search results - page 21 / 39 » Convergence properties of the cross-entropy method for discr... |
FS
2006
13 years 7 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
SIAMSC
2010
13 years 5 months ago
2010
In numerous applications of image processing, e.g. astronomical and medical imaging, data-noise is well-modeled by a Poisson distribution. This motivates the use of the negative-lo...
SASO
2009
IEEE
14 years 2 months ago
2009
IEEE
—We consider here multi-agent patrolling as the task for a group of agents to repeatedly visit all the cells of a discrete environment. Wagner et al. [1] have introduced patrolli...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
JMLR
2006
13 years 7 months ago
2006
We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are ...