Traditional methods of dealing with variability in simulation input data are mainly stochastic. This is most often the best method to use if the factors affecting the variation or...
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
We present a GUI-based tool supporting the stochastic process algebra PEPA with modules for performance evaluation through Markovian steady-state analysis, fluid flow analysis, ...
We study the one-dimensional root finding problem for increasing convex functions. We give gradient-free algorithms for both exact and inexact (stochastic) function evaluations. ...