31 search results - page 1 / 7 » A preliminary study of optimal splitting for rare-event simu... |
WSC
2008
13 years 7 months ago
2008
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...
GECCO
2004
Springer
13 years 10 months ago
2004
Springer
We discuss the computational complexity of random 2D Ising spin glasses, which represent an interesting class of constraint satisfaction problems for black box optimization. Two ex...
TOMACS
2002
13 years 4 months ago
2002
In this paper we consider a two-node tandem Jackson network. Starting from a given state, we are interested in estimating the probability that the content of the second buffer exc...
EVOW
2006
Springer
13 years 8 months ago
2006
Springer
Abstract. Real-world optimization problems are often subject to uncertainties, which can arise regarding stochastic model parameters, objective functions and decision variables. Th...
IPPS
2007
IEEE
13 years 11 months ago
2007
IEEE
With the increasing gap between processor speed and memory latency, the performance of data-dominated programs are becoming more reliant on fast data access, which can be improved...