189 search results - page 15 / 38 » Constrained Monte Carlo and the method of control variates |
JMLR
2010
13 years 2 months ago
2010
We are concerned with a multivariate response regression problem where the interest is in considering correlations both across response variates and across response samples. In th...
KR
1989
Springer
13 years 11 months ago
1989
Springer
In this work we extend the work of Dean, Kaelbling, Kirman and Nicholson on planning under time constraints in stochastic domains to handle more complicated scheduling problems. I...
FPL
2008
Springer
13 years 9 months ago
2008
Springer
The exponential distribution is a key distribution in many event-driven Monte-Carlo simulations, where it is used to model the time between random events in the system. This paper...
SAGA
2005
Springer
14 years 1 months ago
2005
Springer
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
TOMACS
2011
13 years 2 months ago
2011
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...