Essays about: "markov decision process"

Showing result 16 - 20 of 24 essays containing the words markov decision process.

  1. 16. Optimal Order Execution using Stochastic Control and Reinforcement Learning

    University essay from KTH/Matematisk statistik

    Author : Robert Hu; [2016]
    Keywords : ;

    Abstract : In this thesis an attempt is made to find the optimal order execution policy that maximizes the reward from trading financial instruments. The optimal policies are found us-ing a Markov Decision Process that is build using a state space model and the Bellman equation. READ MORE

  2. 17. Partially Observable Markov Decision Processes for Faster Object Recognition

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Björgvin Olafsson; [2016]
    Keywords : pomdp; policy gradient; optimal control; object detection; computer vision; information rewards; fixation policy; observation model;

    Abstract : Object recognition in the real world is a big challenge in the field of computer vision. Given the potentially enormous size of the search space it is essential to be able to make intelligent decisions about where in the visual field to obtain information from to reduce the computational resources needed. READ MORE

  3. 18. The Price is Right : Project valuation for Project Portfolio Management using Markov Chain Monte Carlo Simulation

    University essay from KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Author : Sara Scheibenpflug; Jessica Schering; [2016]
    Keywords : ;

    Abstract : A common managerial problem in the project-based organization is the problem of resource allocation. In practice this problem is addressed by applying project portfolio management. In this study we examine project portfolio management in a consultancy firm by applying a mathematical model. READ MORE

  4. 19. Constructing a Context-aware Recommender System with Web Sessions

    University essay from Chalmers tekniska högskola / Institutionen för data- och informationsteknik (Chalmers); Chalmers University of Technology / Department of Computer Science and Engineering (Chalmers)

    Author : Albin Bramstång; Yanling Jin; [2015]
    Keywords : Informations- och kommunikationsteknik; Data- och informationsvetenskap; Information Communication Technology; Computer and Information Science;

    Abstract : During the last decade, the importance of recommender systems has been increasing to the point that the success of many well-known service providers depends on these technologies. Recommender systems can assist people in their decision making process by anticipating preferences. READ MORE

  5. 20. Spam filter for SMS-traffic

    University essay from Linköpings universitet/Institutionen för datavetenskapLinköpings universitet/Tekniska högskolan

    Author : Johan Fredborg; [2013]
    Keywords : Spam filtering; Machine Learning; C45; Support Vector Machine; Dynamic Markov Coding; Naïve Bayes;

    Abstract : Communication through text messaging, SMS (Short Message Service), is nowadays a huge industry with billions of active users. Because of the huge userbase it has attracted many companies trying to market themselves through unsolicited messages in this medium in the same way as was previously done through email. READ MORE