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» Dependence Modeling for Stochastic Simulation
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INFOCOM
2005
IEEE
14 years 3 months ago
Spatial energy balancing in large-scale wireless multihop networks
— In this paper we investigate the use of proactive multipath routing to achieve energy efficient operation of ad hoc wireless networks. The focus is on optimizing trade-offs be...
Seung Jun Baek, Gustavo de Veciana
WSC
2004
13 years 11 months ago
Retrospective Approximation Algorithms for the Multidimensional Stochastic Root-Finding Problem
The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
Raghu Pasupathy, Bruce W. Schmeiser
ICNC
2005
Springer
14 years 3 months ago
Modeling Human Learning as Context Dependent Knowledge Utility Optimization
Abstract. Humans have the ability to flexibly adjust their information processing strategy according to situational characteristics. However, such ability has been largely overloo...
Toshihiko Matsuka
WSC
2007
14 years 8 days ago
Sequential sampling for solving stochastic programs
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
Güzin Bayraksan, David P. Morton
WSC
2008
14 years 8 days ago
Revisit of stochastic mesh method for pricing American options
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
Guangwu Liu, L. Jeff Hong