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...
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., suppor...