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» The Decision Diffie-Hellman Problem
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NIPS
2008
15 years 8 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
WSC
2001
15 years 8 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
KES
2006
Springer
15 years 7 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
JCP
2007
143views more  JCP 2007»
15 years 7 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
JSAC
2011
83views more  JSAC 2011»
14 years 10 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