Multiple realizations of continuous-valued time series from a stochastic process often contain systematic variations in rate and amplitude. To leverage the information contained i...
Jennifer Listgarten, Radford M. Neal, Sam T. Rowei...
In this paper we develop a theoretical analysis of the performance of sampling-based fitted value iteration (FVI) to solve infinite state-space, discounted-reward Markovian decisi...
Continuing research by Jennings, Mandelbaum, Massey and Whitt (1996), we investigate methods to perform time-dependent staffing for many-server queues. Our aim is to achieve time-...
Zohar Feldman, Avishai Mandelbaum, William A. Mass...
This paper proposes a traffic model and a parameter fitting procedure that are capable of achieving accurate prediction of the queuing behavior for IP traffic exhibiting long-rang...
The method of stochastic state classes approaches the analysis of Generalised Semi Markov Processes (GSMP) through symbolic derivation of probability density functions over Differe...