960 search results - page 105 / 192 » Optimal Monte Carlo Algorithms |
124
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PKDD
2009
Springer
15 years 9 months ago
2009
Springer
Abstract. Inverse reinforcement learning addresses the general problem of recovering a reward function from samples of a policy provided by an expert/demonstrator. In this paper, w...
138
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CAV
2005
Springer
15 years 8 months ago
2005
Springer
Statistical methods to model check stochastic systems have been, thus far, developed only for a sublogic of continuous stochastic logic (CSL) that does not have steady state operat...
112
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WSC
2007
15 years 5 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
122
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ASUNAM
2010
IEEE
15 years 4 months ago
2010
IEEE
Abstract--We present a novel and efficient algorithm, PATH COVERING, for solving the most reliable subgraph problem. A reliable subgraph gives a concise summary of the connectivity...
112
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WSC
2004
15 years 4 months ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...