We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
Agents in a multi-agent system do not act in a vacuum. The outcome of their efforts depends on the environment in which they seek to act, and in particular on the efforts of other...
H. Van Dyke Parunak, Robert Bisson, Sven A. Brueck...
Abstract. We consider the problem of sequence prediction in a probabilistic setting. Let there be given a class C of stochastic processes (probability measures on the set of one-wa...
The synthesis of stochastic processes using genetic programming is investigated. Stochastic process behaviours take the form of time series data, in which quantities of interest v...