The method of stochastic state classes approaches the analysis of Generalised Semi Markov Processes (GSMP) through symbolic derivation of probability density functions over Differe...
We develop a framework for automated optimization of stochastic simulation models using Response Surface Methodology. The framework is especially intended for simulation models wh...
H. Gonda Neddermeijer, Gerrit J. van Oortmarssen, ...
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
Generation of traces from a simulation model and their analysis is a powerful and common mean to debug simulation models. In this paper, we define a measure of progress for simul...
Forecasting is of prime importance for accuracy in decision making. For data sets containing high autocorrelations, failure to account for temporal dependence will result in poor ...