2131 search results - page 363 / 427 » Stochastic Process Creation |
CORR
2006
Springer
13 years 8 months ago
2006
Springer
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
FS
2006
13 years 8 months ago
2006
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
JAIR
2008
13 years 8 months ago
2008
Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing,...
JAIR
2008
13 years 8 months ago
2008
Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP i...
CORR
2007
Springer
13 years 8 months ago
2007
Springer
We consider an information-theoretic objective function for statistical modeling of time series that embodies a parametrized trade-off between the predictive power of a model and...