Sökning: "Markov Decision Process"

Visar resultat 16 - 20 av 23 uppsatser innehållade orden Markov Decision Process.

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

    Master-uppsats, KTH/Matematisk statistik

    Författare :Robert Hu; [2016]
    Nyckelord :;

    Sammanfattning : 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. LÄS MER

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

    Master-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

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

    Sammanfattning : 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. LÄS MER

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

    Kandidat-uppsats, KTH/Optimeringslära och systemteori; KTH/Optimeringslära och systemteori

    Författare :Sara Scheibenpflug; Jessica Schering; [2016]
    Nyckelord :;

    Sammanfattning : 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. LÄS MER

  4. 19. Spam filter for SMS-traffic

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskapLinköpings universitet/Tekniska högskolan

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

    Sammanfattning : 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. LÄS MER

  5. 20. A Markov Chain Approach to Monetary Policy Decision Making.

    Kandidat-uppsats, KTH/Matematik (Inst.); KTH/Matematik (Inst.)

    Författare :Marcus Josefsson; Erik Rasmusson; [2012]
    Nyckelord :;

    Sammanfattning : Through monetary policy, central banks aim to prevent societal costs associated with highor unstable ination. Forecasts and several other tools are used to provide guidance tothis end, as outcomes of interest rate decisions are not fully predictable. LÄS MER