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» Uncertainty and stepwise investment
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IJAR
2008
116views more  IJAR 2008»
13 years 9 months ago
Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory
Portfolio management in finance is more than a mathematical problem of optimizing performance under risk constraints. A critical factor in practical portfolio problems is severe u...
Daniel Berleant, L. Andrieu, Jean-Philippe Argaud,...
ICML
2007
IEEE
14 years 10 months ago
Percentile optimization in uncertain Markov decision processes with application to efficient exploration
Markov decision processes are an effective tool in modeling decision-making in uncertain dynamic environments. Since the parameters of these models are typically estimated from da...
Erick Delage, Shie Mannor
MLCW
2005
Springer
14 years 3 months ago
Evaluating Predictive Uncertainty Challenge
This Chapter presents the PASCAL1 Evaluating Predictive Uncertainty Challenge, introduces the contributed Chapters by the participants who obtained outstanding results, and provide...
Joaquin Quiñonero Candela, Carl Edward Rasm...
TON
2002
116views more  TON 2002»
13 years 9 months ago
Managing capacity for telecommunications networks under uncertainty
The existing telecommunications infrastructure in most of the world is adequate to deliver voice and text applications, but demand for broadband services such as streaming video an...
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetza...
HICSS
2009
IEEE
128views Biometrics» more  HICSS 2009»
14 years 1 months ago
Cyber Security Risks Assessment with Bayesian Defense Graphs and Architectural Models
To facilitate rational decision making regarding cyber security investments, decision makers need to be able to assess expected losses before and after potential investments. This...
Teodor Sommestad, Mathias Ekstedt, Pontus Johnson