Abstract—We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential...
We study the effects of demand uncertainty on optimal decisions and the expected profit of a pricesetting newsvendor who faces either additive or multiplicative stochastic demand....
This paper proposes the use of advanced knowledge models to support real time decision for management problems as an adequate response to the current needs and technology. The new ...
The Multi-model search framework generalizes minimax to allow exploitation of recursive opponent models. In this work we consider adding pruning to the multi-model search. We prov...
Given any generative classifier based on an inexact density model, we can define a discriminative counterpart that reduces its asymptotic error rate, while increasing the estima...