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WSC
2004
13 years 10 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
VCIP
2003
238views Communications» more  VCIP 2003»
13 years 10 months ago
Texture segmentation based on features in wavelet domain for image retrieval
Texture is a fundamental feature which provides significant information for image classification, and is an important content used in content-based image retrieval (CBIR) system. ...
Ying Liu, Si Wu, Xiaofang Zhou
IVCNZ
1998
13 years 10 months ago
3D Feature Analysis in Confocal Microscopy Images
Chondrons form the fundamental biomechanical and metabolic unit of articular cartilage. But there is no accurate description of chondron volume which is known to change when artic...
Fu Cheong Frankie Fong, Reinhard Klette, Anthony P...
ATAL
2010
Springer
13 years 10 months ago
Risk-sensitive planning in partially observable environments
Partially Observable Markov Decision Process (POMDP) is a popular framework for planning under uncertainty in partially observable domains. Yet, the POMDP model is riskneutral in ...
Janusz Marecki, Pradeep Varakantham
ATAL
2010
Springer
13 years 10 months ago
Point-based backup for decentralized POMDPs: complexity and new algorithms
Decentralized POMDPs provide an expressive framework for sequential multi-agent decision making. Despite their high complexity, there has been significant progress in scaling up e...
Akshat Kumar, Shlomo Zilberstein