Despite its relatively short history, a wealth of formalisms exist for algebraic specification of stochastic systems. The goal of this paper is to give such formalisms a unifying ...
Hossein Hojjat, Mohammad Reza Mousavi, Marjan Sirj...
We present a stochastic approximation method to compute bid prices in network revenue management problems. The key idea is to visualize the total expected revenue as a function of...
In this paper Hidden Markov Model algorithms are considered as a method for computing conditional properties of continuous-time stochastic simulation models. The goal is to develo...
Fabian Wickborn, Claudia Isensee, Thomas Simon, Sa...
Abstract--This research investigates the problem of robust dynamic resource allocation for heterogeneous distributed computing systems operating under imposed constraints. Often, s...
Jay Smith, Edwin K. P. Chong, Anthony A. Maciejews...
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...