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» Problem Solving and Complex Systems
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2009
ACM
14 years 1 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
ATAL
2008
Springer
13 years 11 months ago
Playing games for security: an efficient exact algorithm for solving Bayesian Stackelberg games
In a class of games known as Stackelberg games, one agent (the leader) must commit to a strategy that can be observed by the other agent (the follower or adversary) before the adv...
Praveen Paruchuri, Jonathan P. Pearce, Janusz Mare...
ATAL
2006
Springer
14 years 28 days ago
Action awareness: enabling agents to optimize, transform, and coordinate plans
As agent systems are solving more and more complex tasks in increasingly challenging domains, the systems themselves are becoming more complex too, often compromising their adapti...
Freek Stulp, Michael Beetz
AAAI
1994
13 years 10 months ago
A Filtering Algorithm for Constraints of Difference in CSPs
Many real-life Constraint Satisfaction Problems (CSPs) involve some constraints similar to the alldifferent constraints. These constraints are called constraints of difference. Th...
Jean-Charles Régin
PRL
2011
13 years 4 months ago
Efficient approximate Regularized Least Squares by Toeplitz matrix
Machine Learning based on the Regularized Least Square (RLS) model requires one to solve a system of linear equations. Direct-solution methods exhibit predictable complexity and s...
Sergio Decherchi, Paolo Gastaldo, Rodolfo Zunino