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» The Decision Diffie-Hellman Problem
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110
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NIPS
2008
15 years 5 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
111
Voted
WSC
2001
15 years 5 months ago
Using simulation and neural networks to develop a scheduling advisor
The research using artificial intelligence and computer simulation introduces a new approach for solving the job shop-scheduling problem. The new approach is based on the developm...
Thanos Alifantis, Stewart Robinson
164
Voted
KES
2006
Springer
15 years 3 months ago
A computational framework for package planning
We consider a novel class of applications where a set of activities conducted by a group of people over a time period needs to be planned, taking into account each member's p...
Yang Xiang, Michael Janzen
155
Voted
JCP
2007
143views more  JCP 2007»
15 years 3 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
123
Voted
JSAC
2011
83views more  JSAC 2011»
14 years 6 months ago
Trading Rate for Balanced Queue Lengths for Network Delay Minimization
—We consider a communication channel with two transmitters and one receiver, with an underlying rate region which is approximated as a general pentagon. Different from the Gaussi...
Jing Yang, Sennur Ulukus