搜索结果: 1-6 共查到“应用统计数学 stochastic”相关记录6条 . 查询时间(0.078 秒)
Decentralized Stochastic Decision Problems and Polynomial Optimization
Decision Problems Polynomial Optimization
2015/6/19
In this paper we consider the problem of computing decentralized control policies in a discrete stochastic decision problem. For the problem we consider, computation of optimal decentralized policies ...
Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
Univariate and multivariatestable distributions MCMC Approximate,Aayesian,Computation Characteristic function
2012/11/21
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i)...
Another Sub-exponential Algorithm for the Simple Stochastic Game
Simple stochastic game Subexponential algorithm
2012/12/3
We study the problem of solving simple stochastic games, and give both an interesting new algorithm and a hardness result. We show a reduction from fine
approximation of simple stochastic games to co...
We present asymptotic and finite-sample results on the use of single-membership stochastic blockmodels for the analysis of network data. We show that the fraction of misclassified network nodes conver...
Indifference of Defaultable Bonds with Stochastic Intensity models
Credit Risk model Cox Process HJB equations Indif-ference Pricing Minimal Entropy Measure Finite difference Method
2010/4/27
The utility-based pricing of defaultable bonds in the case of stochastic intensity models of default risk is discussed. The Hamilton-Jacobi- Bellman (HJB) equations for the value functions is derived....
We analyze the dynamics of growth of the number of congressmen supporting the resolution HR1207 to audit the Federal Reserve. The plot of the total number of co-sponsors as a function of time is of "D...