960 search results - page 105 / 192 » Optimal Monte Carlo Algorithms |
PKDD
2009
Springer
14 years 4 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...
CAV
2005
Springer
14 years 3 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...
WSC
2007
14 years 15 days 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...
ASUNAM
2010
IEEE
13 years 11 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...
WSC
2004
13 years 11 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...