نتایج جستجو برای: certainty equivalent revenues
تعداد نتایج: 156229 فیلتر نتایج به سال:
Selecting an effective method for combining the votes of base inducers in a multiclassifier system can have a significant impact on the system’s overall classification accuracy. Some methods cannot even achieve as high a classification accuracy as the most accurate base classifier. To address this issue, we present the strategy of aggregate certainty estimators, which uses multiple measures to ...
It is shown that any stabilizing, certainty equivalence control used within an adaptive control system, causes the familiar interconnection of a controlled process and associated output estimator to be detectable through the estimator's output error e p , for every frozen value of the index or parameter vector p upon which both the estimator and controller dynamics depend. The fact that certain...
Many different rule interestingness measures have been proposed in the literature; we show that, under two assumptions, at least twelve of these measures are proportional to Confidence. We consider rules with a fixed consequent, generated from a fixed data set. From these assumptions, we prove that Satisfaction, Ohsaki’s Conviction, Added Value, Brin’s Interest/Lift/Strength, Brin’s Conviction,...
We consider the problem of optimal decision making under uncertainty but assume that the decision maker’s utility function is not completely known. Instead, we consider all the utilities that meet some criteria, such as preferring certain lotteries over certain other lotteries and being risk averse, s-shaped, or prudent. This extends the notion of stochastic dominance. We then give tractable fo...
This paper shows that, for Choquet expected utility preferences, the axioms consquentialism, state independence and conditional certainty equivalent consistency under updating characterise a family of capacities, which we call Generalized Neo-Additive Capacities (GNAC). This family contains as special cases, among others, neo-additive capacities as introduced by Chateauneuf, Eichberger, and Gra...
This paper develops new results for identification and estimation of Gaussian affine term structure models. We establish that three popular canonical representations are unidentified, and demonstrate how unidentified regions can complicate numerical optimization. A separate contribution of the paper is the proposal of minimum-chi-square estimation as an alternative to MLE. We show that, althoug...
We show in this paper that it is possible to globally adaptively stabilize linear multivariable systems with reduced prior knowledge of the high-frequency gain. In particular, we relax the restrictive (nongeneric) symmetry condition usually required to solve this problem. Instrumental for the establishment of our result is the use of the new immersion and invariance approach to adaptive control...
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