This paper presents a stochastic iteration algorithm solving the global illumination problem, where the random sampling is governed by classical importance sampling and also by th...
Models for sequential decision making under uncertainty (e.g., Markov decision processes,or MDPs) have beenstudied in operations research for decades. The recent incorporation of ...
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...
Abstract ⎯ Currently, the most advanced framework for stochastic network calculus is the min-plus algebra, providing bounds for the end-to-end delay in networks. The bounds calcu...