Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
In this paper we address the problem of coordination in multi-agent sequential decision problems with infinite statespaces. We adopt a game theoretic formalism to describe the int...
The dynamics of neural and other automata networks are defined to a large extent by their topologies. Artificial evolution constitutes a practical means by which an optimal topolog...
A novel two-stage level set evolution method for detecting man-made objects in aerial images is described. The method is based on a modified Mumford-Shah model and it uses a two-s...