The Choice of Stochastic Process in Real Option Valuation II: Selecting Multiple Factor Models Luiz de Magalh˜ aes Ozorio Department of Management, Ibmec Business School, Rio de Janeiro, Brazil

Source URL: www.realoptions.org

Linear Programming for Large-Scale Markov Decision Problems Yasin Abbasi-Yadkori Queensland University of Technology, Brisbane, QLD, Australia 4000 Peter L. Bartlett University of California, Berkeley, CA 94720

Source URL: webdocs.cs.ualberta.ca

• Statistics
• Markov processes
• Statistical theory
• Estimation theory
• Dynamic programming
• Markov decision process
• Stochastic control
• Loss function
• Markov chain
• M-estimator
• Bearing pressure
• Jet bundle

Strategy Improvement for Concurrent Reachability and Safety Games ∗ ,† ,‡ Krishnendu Chatterjee† Luca de Alfaro§

Source URL: pub.ist.ac.at

• Mathematics
• Probability
• Game theory
• Game artificial intelligence
• Search algorithms
• Memorylessness
• Determinacy
• Markov decision process
• Reachability
• Strategy
• A* search algorithm
• Stochastic game

Finite-Sample Analysis in Reinforcement Learning Mohammad Ghavamzadeh INRIA Lille – Nord Europe, Team SequeL Outline

Source URL: mistis.inrialpes.fr

• Mathematics
• Dynamic programming
• Mathematical analysis
• Stochastic control
• Discrete mathematics
• Algebra
• Distribution
• Number theory
• Markov decision process
• Prime-counting function
• Mathematical optimization
• Projection-valued measure

Optimism in Sequential Decision-Making under Uncertainty Peter Bartlett Department of Statistics and Division of Computer Science UC Berkeley

Source URL: www.stat.berkeley.edu

• Mathematical analysis
• Dynamic programming
• Markov processes
• Stochastic control
• Statistical inference
• Analysis
• Operations research
• Markov decision process
• Regret
• Distribution
• S0
• Mathematical optimization

Stat 260/CSLearning in Sequential Decision Problems. Peter Bartlett 1. Recall: MDPs. 2. Value iteration. 3. Policy iteration.

Source URL: www.stat.berkeley.edu

• Markov processes
• Mathematics
• Probability theory
• Mathematical analysis
• Dynamic programming
• Markov decision process
• Stochastic control
• Markov chain
• Mathematical optimization
• Distribution

Best estimate calculations of saving contracts by closed formulas – Application to the ORSA - François BONNIN (Altia) - Frédéric PLANCHET (Université Lyon 1, Laboratoire SAF) - Marc JUILLARD (Winter & Associés) 20

Source URL: docs.isfa.fr

• Statistical randomness
• Mathematics
• Mathematical analysis
• Stochastic differential equations
• Mathematical finance
• Applied mathematics
• Fixed income analysis
• OrnsteinUhlenbeck process
• Discretization
• HullWhite model
• Brownian model of financial markets

Classification-based Policy Iteration with a Critic V. Gabillon1 , A. Lazaric1 , M. Ghavamzadeh1 & B. Scherrer2 1 2 INRIA Lille - Nord Europe, Team Sequel,

Source URL: victorgabillon.nfshost.com

• Dynamic programming
• Markov decision process
• Stochastic control
• Probability theory
• Probability
• Statistics

Stat 260/CSLearning in Sequential Decision Problems. Peter Bartlett 1. Markov decision processes and partially observable Markov decision processes. 2. Value functions, Q functions.

Source URL: www.stat.berkeley.edu

• Markov processes
• Dynamic programming
• Probability theory
• Stochastic control
• Mathematical analysis
• Probability
• Markov models
• Markov decision process
• Mathematical optimization
• Markov chain
• Bellman equation
• X0

Dirichlet labeling and hierarchical processes for clustering functional data XuanLong Nguyen Department of Statistics University of Michigan

Source URL: dept.stat.lsa.umich.edu

• Cluster analysis
• Geostatistics
• Stochastic processes
• Data mining
• Image segmentation
• Dirichlet process
• Mixture model
• Correlation clustering