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CACM
2010
105views more  CACM 2010»
13 years 8 months ago
Censored exploration and the dark pool problem
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
CORR
2010
Springer
64views Education» more  CORR 2010»
13 years 8 months ago
Near-Optimal Evasion of Convex-Inducing Classifiers
Classifiers are often used to detect miscreant activities. We study how an adversary can efficiently query a classifier to elicit information that allows the adversary to evade de...
Blaine Nelson, Benjamin I. P. Rubinstein, Ling Hua...
CORR
2010
Springer
106views Education» more  CORR 2010»
13 years 8 months ago
MDPs with Unawareness
Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision mak...
Joseph Y. Halpern, Nan Rong, Ashutosh Saxena
AMAI
2006
Springer
13 years 8 months ago
Bargaining over multiple issues in finite horizon alternating-offers protocol
In this paper we study multi issue alternating-offers bargaining in a perfect information finite horizon setting, we determine the pertinent subgame perfect equilibrium, and we pro...
Francesco Di Giunta, Nicola Gatti
DSP
2006
13 years 7 months ago
Multicomponent chirp signals analysis using product cubic phase function
This paper presents an algorithm for estimating the parameters of multicomponent chirp signals. The estimator is based on the cubic phase function (CPF), which is efficient to est...
Pu Wang, Jianyu Yang