We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rub...
Lebesgue integration is a fundamental concept in many mathematical theories, such as real analysis, probability and information theory. Reported higher-order-logic formalizations o...
Proactive User Interfaces (PUIs) aim at facilitating the interaction with a user interface, e.g., by highlighting fields or adapting the interface. For that purpose, they need to...
We present an algorithm called Optimistic Linear Programming (OLP) for learning to optimize average reward in an irreducible but otherwise unknown Markov decision process (MDP). O...
A general and expressive model of sequential decision making under uncertainty is provided by the Markov decision processes (MDPs) framework. Complex applications with very large ...