We consider the estimation of arrival and service rates for queues based on queue length data collected at successive, not necessarily equally spaced, time points. In particular, ...
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
The compact Genetic Algorithm (cGA) is an Estimation of Distribution Algorithm that generates offspring population according to the estimated probabilistic model of the parent pop...
Abstract—This paper considers maximizing throughput utility in a multi-user network with partially observable Markov ON/OFF channels. Instantaneous channel states are never known...
Abstract. For large distributed systems built from inexpensive components, one expects to see incessant failures. This paper proposes two models for such faults and analyzes two we...