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WSC
2004
15 years 5 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
WSC
2004
15 years 5 months ago
An Adaptive Approach to Fast Simulation of Traffic Groomed Optical Networks
In this paper, we consider the fast simulation of traffic groomed optical networks, in which multiple sub-rate traffic streams may be carried on the same wavelength. For real-size...
Chih-Chieh Hsu, Michael Devetsikiotis
SODA
1998
ACM
99views Algorithms» more  SODA 1998»
15 years 5 months ago
Online Throughput-Competitive Algorithm for Multicast Routing and Admission Control
We present the first polylog-competitive online algorithm for the general multicast admission control and routing problem in the throughput model. The ratio of the number of reque...
Ashish Goel, Monika Rauch Henzinger, Serge A. Plot...
SIROCCO
2000
15 years 5 months ago
On time versus size for monotone dynamic monopolies in regular topologies
: We consider a well known distributed coloring game played on a simple connected graph: initially, each vertex is colored black or white; at each round, each vertex simultaneously...
Paola Flocchini, Rastislav Kralovic, Alessandro Ro...
CDC
2009
IEEE
126views Control Systems» more  CDC 2009»
15 years 5 months ago
Reachability analysis for a class of Petri nets
In this paper, we study the reachability problem for the class of (strictly) monotone Petri nets that we define based on algebraic conditions. More specifically, given a (strictly)...
Yu Ru, Christoforos N. Hadjicostis