Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
We apply a novel theoretical approach to better understand the behaviour of different types of bare-bones PSOs. It avoids many common but unrealistic assumptions often used in an...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
ate Abstractions of Discrete-Time Controlled Stochastic Hybrid Systems Alessandro D’Innocenzo, Alessandro Abate, and Maria D. Di Benedetto — This work proposes a procedure to c...
Alessandro D'Innocenzo, Alessandro Abate, Maria Do...
—Many important network design problems can be formulated as a combinatorial optimization problem. A large number of such problems, however, cannot readily be tackled by distribu...