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» Approximating Markov Processes by Averaging
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QUESTA
2007
92views more  QUESTA 2007»
15 years 1 months ago
Estimation for queues from queue length data
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, ...
J. V. Ross, T. Taimre, Philip K. Pollett
AMC
2011
14 years 5 months ago
Ruin theory with excess of loss reinsurance and reinstatements
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 ...
Hansjörg Albrecher, Sandra Haas
EC
2006
97views ECommerce» more  EC 2006»
15 years 2 months ago
A Step Forward in Studying the Compact Genetic Algorithm
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...
Reza Rastegar, Arash Hariri
WIOPT
2011
IEEE
14 years 5 months ago
Network utility maximization over partially observable Markovian channels
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...
Chih-Ping Li, Michael J. Neely
SSS
2009
Springer
15 years 8 months ago
Stability of Distributed Algorithms in the Face of Incessant Faults
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...
Robert E. Lee DeVille, Sayan Mitra