In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
Abstract. This paper investigates the sample weighting effect on Genetic Parallel Programming (GPP) that evolves parallel programs to solve the training samples captured directly f...
We introduce point-based dynamic programming (DP) for decentralized partially observable Markov decision processes (DEC-POMDPs), a new discrete DP algorithm for planning strategie...
In this paper we propose a dynamic code overlay technique of synchronous data-flow (SDF) –modeled program for low-end embedded systems which lack MMUsupport. With this technique...
Hae-woo Park, Kyoungjoo Oh, Soyoung Park, Myoung-m...
In this paper, we propose a novel video similarity measure model using video time density function (VTDF) and dynamic programming. First, we employ VTDF to describe the density of...