In this work, we are interested in multiprocessor energy efficient systems where task durations are not known in advance but are known stochastically. More precisely we consider g...
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...
Abstract The performance of stochastic optimisers can be assessed experimentally on given problems by performing multiple optimisation runs, and analysing the results. Since an opt...
Viviane Grunert da Fonseca, Carlos M. Fonseca, And...
We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide fl...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...