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WSC
2004
14 years 11 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
CCE
2006
14 years 10 months ago
An efficient algorithm for large scale stochastic nonlinear programming problems
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...
Y. Shastri, Urmila M. Diwekar
QUESTA
2007
117views more  QUESTA 2007»
14 years 9 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
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...
Sandeep Juneja
SAC
2008
ACM
14 years 9 months ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
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...
Paul Fearnhead
QEST
2010
IEEE
14 years 7 months ago
Rare Event Simulation for Highly Dependable Systems with Fast Repairs
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...
Daniël Reijsbergen, Pieter-Tjerk de Boer, Wer...