Sciweavers

261 search results - page 11 / 53
» On Threshold BDDs and the Optimal Variable Ordering Problem
Sort
View
WSC
2004
13 years 9 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
ICIP
2003
IEEE
14 years 9 months ago
Efficient frame vector selection based on ordered sets
The problem of finding the optimal set of quantized coefficients for a frame-based encoded signal is known to be of very high complexity. This paper presents an efficient method o...
Tom Ryen, Guido M. Schuster, Aggelos K. Katsaggelo...
EOR
2006
78views more  EOR 2006»
13 years 7 months ago
A multi-objective resource allocation problem in PERT networks
We develop a multi-objective model for resource allocation problem in PERT networks with exponentially or Erlang distributed activity durations, where the mean duration of each ac...
Amir Azaron, Hideki Katagiri, Masatoshi Sakawa, Ko...
NIPS
2007
13 years 9 months ago
Sequential Hypothesis Testing under Stochastic Deadlines
Most models of decision-making in neuroscience assume an infinite horizon, which yields an optimal solution that integrates evidence up to a fixed decision threshold; however, u...
Peter Frazier, Angela Yu
ECAI
2010
Springer
13 years 7 months ago
Knowledge Compilation Using Interval Automata and Applications to Planning
Knowledge compilation [6, 5, 14, 8] consists in transforming a problem offline into a form which is tractable online. In this paper, we introduce new structures, based on the notio...
Alexandre Niveau, Hélène Fargier, C&...