A classical problem of stochastic simulation is how to estimate the variance of the sample mean of dependent but stationary outputs. Many variance estimators, such as the batch me...
STRACTION FOR DISCRETE EVENT SYSTEMS USING NEURAL NETWORKS AND SENSITIVITY INFORMATION Christos G. Panayiotou Christos G. Cassandras Department of Manufacturing Engineering Boston ...
Christos G. Panayiotou, Christos G. Cassandras, We...
Abstract—We study a network model in which each network link is associated with a set of delays and costs. These costs are a function of the delays and reflect the prices paid i...
Many stochastic planning problems can be represented using Markov Decision Processes (MDPs). A difficulty with using these MDP representations is that the common algorithms for so...
: The parity space approach to fault detection and isolation (FDI) has been developed during the last twenty years, and the focus here is to describe its application to stochastic ...