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Infinite-horizon policy-gradient estimation

Baxter, J.; Bartlett, P. L. - 2001

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in value-function methods. In this paper we introduce GPOMDP,...

Persistent link: https://www.econbiz.de/10009438377

A Demonstration of the PMF-Extraction Approach: Modeling The Effects of Sound on Crowd Behavior

Cornwell, Jason B; Silverman, Barry G; O'Brien, Kevin; … - 2002

The vast majority of psychology, sociology, and other social-science literature describing human behavior and performance does not reach the eyes of those of us working in the modeling and simulation community. Our recent work has been concerned with the extraction and implementation of Human...

Persistent link: https://www.econbiz.de/10009438993

Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

Ackert, Lucy; Tian, Yisong S. - 2000

This paper examines pricing in the market for depositary receipts, securities designed to track the performance of a stock index that trade like shares of stock. Arbitrage costs are low because these assets have low fundamental risk, low transactions costs, and high dividend yields. We find that...

Persistent link: https://www.econbiz.de/10009459103

An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model

Cho, Jang Hyung - 2008

pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We … embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component …. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance …

Persistent link: https://www.econbiz.de/10009460480

TERA- A Tool for Aero-engine Modelling and Management

Ogaji, S. O. T.; Pilidis, Pericles; Hales, Richard - 2007

incorporates multi-disciplinary modules for modellinggas turbine and aircraft performance, estimation of engine weight, noise and …

Persistent link: https://www.econbiz.de/10009463009

A Process for the Quantification of Aircraft Noise and Emissions Interdependencies

de Luis, Jorge - 2008

terms of flight characteristics, fuel burn, noise, and emissions. These coefficients are then utilized to model flight …

Persistent link: https://www.econbiz.de/10009475757

Approximate Maximum-Likelihood Estimation Of Circle Parameters Using A Phase-Coded Kernel

Zelniker, Emanuel; Clarkson, Ian Vaughan L. - 2004

The accurate fitting of a circle to noisy measurements of points on its circumference is an important and much-studied problem in statistics. Atherton & Kerbyson (Image and Vision Computing 17, 1999, 795-803) have proposed a complex convolutional circle parameter estimator. One of the estimators...

Persistent link: https://www.econbiz.de/10009448050

Optimal supplier testing and tolerance strategies for genetically modified (GM) wheat.

Wilson, William W.; Dahl, Bruce L.; Jabs, Eric - 2007

A stochastic optimization model was developed to determine optimal testing strategies, costs, and risks for dual marketing of genetically modified (GM) and non-GM wheat in an export supply chain. The optimal testing strategy is derived that minimizes disutility of additional system costs due to...

Persistent link: https://www.econbiz.de/10009429465

Affine Diffusion Modeling of Commodity Futures Price Term Structure

Tian, Yanjun - 2003

Diffusion modeling of commodity price behavior is important for commodity risk management. This research seeks to improve upon the existing commodity diffusion models by incorporating stochastic volatility and seasonality through the affine diffusion framework. In particular, it evaluates affine...

Persistent link: https://www.econbiz.de/10009431219

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: the Infinite Horizon Case

Chen, Xin; Simchi-Levi, David - 2004

We analyze an infinite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed random variables that are independent of each other and their distributions depend on the...

Persistent link: https://www.econbiz.de/10009432278