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» Representation and simulation of stochastic petrinet models ...
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WSC
2007
13 years 6 months ago
Representation and simulation of stochastic petrinet models using xPNML
The paper presents an extensible Petri Net Markup Language (xPNML), which is an extended version of PNML. The xPNML format overcomes limitations associated with PNML structure for...
Hyunsoo Lee, Bikram Sharda, Amarnath Banerjee
FS
2011
168views more  FS 2011»
12 years 8 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
HCW
1999
IEEE
13 years 8 months ago
Simulation of Task Graph Systems in Heterogeneous Computing Environments
This paper describes a simulation tool for the analysis of complex jobs described in the form of task graphs. The simulation procedure relies on the PN-based topological represent...
Noé Lopez-Benitez, Ja-Young Hyon
ICML
2009
IEEE
14 years 5 months ago
Approximate inference for planning in stochastic relational worlds
Relational world models that can be learned from experience in stochastic domains have received significant attention recently. However, efficient planning using these models rema...
Tobias Lang, Marc Toussaint
CMSB
2006
Springer
13 years 8 months ago
Stronger Computational Modelling of Signalling Pathways Using Both Continuous and Discrete-State Methods
Abstract. Starting from a biochemical signalling pathway model expressed in a process algebra enriched with quantitative information we automatically derive both continuous-space a...
Muffy Calder, Adam Duguid, Stephen Gilmore, Jane H...