We consider the problem of selecting the best among several heavy-tailed systems using a large deviations perspective. In contrast to the light-tailed setting studied by Glynn and...
The computation of the first complete approximations of game-theoretic optimal strategies for fullscale poker is addressed. Several abstraction techniques are combined to represe...
Darse Billings, Neil Burch, Aaron Davidson, Robert...
This paper develops a variant of Simulated Annealing (SA) algorithm for solving discrete stochastic optimization problems where the objective function is stochastic and can be eva...
This paper deals with ranking and selection problem via simulation. We present an optimal computing budget allocation technique which can select the best of k simulated designs. T...
We study the interaction between the MIMD (Multiplicative Increase Multiplicative Decrease) congestion control and a bottleneck router with Drop Tail buffer. We consider the probl...
Yi Zhang, Alexei B. Piunovskiy, Urtzi Ayesta, Kons...