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WSC
2008
15 years 6 months ago
Large deviations perspective on ordinal optimization of heavy-tailed systems
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...
Jose Blanchet, Jingchen Liu, Bert Zwart
IJCAI
2003
15 years 5 months ago
Approximating Game-Theoretic Optimal Strategies for Full-scale Poker
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...
WSC
2004
15 years 5 months ago
Simulation-Based Optimization Using Simulated Annealing With Confidence Interval
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...
Talal M. Alkhamis, Mohamed A. Ahmed
WSC
1997
15 years 5 months ago
New Development of Optimal Computing Budget Allocation for Discrete Event Simulation
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...
Hsiao-Chang Chen, Chun-Hung Chen, Liyi Dai, Enver ...
COMCOM
2010
150views more  COMCOM 2010»
15 years 4 months ago
Convergence of trajectories and optimal buffer sizing for MIMD congestion control
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...