This paper discusses some aspects of fuzzy random variables obtained by propagating uncertainty in risk analysis when some input parameters are stochastic, while others are determ...
The problem of finding an approximation to a labeled Markov transition system through hyperfinite transition systems is addressed. It is shown that we can find for each countable ...
— This paper presents a novel swarm approximate dynamic programming method (swarm-ADP) for parameter optimization of PSO systems, from the perspective of optimal control. Based o...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Random projection has been suggested as a means of dimensionality reduction, where the original data are projected onto a subspace using a random matrix. It represents a computati...
Tetsuya Takiguchi, Jeff Bilmes, Mariko Yoshii, Yas...