The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions defined on a continuous search space in a black-box scenario. In this paper, an i...
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Abstract—This paper proposes a simple but effective admission control algorithm for integrated services packet networks. The admission control scheme, based on stochastic control...
We present an algorithm for computing n-gram probabilities from stochastic context-free grammars, a procedure that can alleviate some of the standard problems associated with n-gr...
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...