stochastic models

Optimization for Simulation: LAD Accelerator

  • Miguel A. Lejeune
  • François Margot
    • Categories Data-Mining, Optimization of Simulated Systems, Stochastic Approaches Tags , ,

    The goal of this paper is to address the problem of evaluating the performance of a system running under unknown values for its stochastic parameters. A new approach called LAD for Simulation, based on simulation and classification software, is presented. It uses a number of simulations with very few replications and records the mean value … Read more

    Optimal Information Monitoring Under a Politeness Constraint

  • Jonathan Eckstein
  • Avigdor Gal
  • Sarit Reiner
    • Categories Dynamic Programming, Global Optimization Applications, Scheduling Tags , , , ,

    We describe scheduling algorithms for monitoring an information source whose contents change at times modeled by a nonhomogeneous Poisson process. In a given time period of length T, we enforce a politeness constraint that we may only probe the source at most n times. This constraint, along with an optional constraint that no two probes … Read more