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115
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WSC
2004
15 years 5 months ago
Stochastic Approximation with Simulated Annealing as an Approach to Global Discrete-Event Simulation Optimization
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
Matthew H. Jones, K. Preston White
153
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DEBS
2010
ACM
15 years 7 months ago
Stochastic performance analysis and capacity planning of publish/subscribe systems
Publish/subscribe systems are used increasingly often as a communication mechanism in loosely-coupled distributed applications. With their gradual adoption in mission critical are...
Arnd Schröter, Gero Mühl, Samuel Kounev,...
122
Voted
EPEW
2006
Springer
15 years 7 months ago
Model Checking for a Class of Performance Properties of Fluid Stochastic Models
Abstract. Recently, there is an explosive development of fluid approaches to computer and distributed systems. These approaches are inherently stochastic and generate continuous st...
Manuela L. Bujorianu, Marius C. Bujorianu
130
Voted
WSC
2004
15 years 5 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
146
Voted
ICCAD
2001
IEEE
106views Hardware» more  ICCAD 2001»
16 years 16 days ago
System-Level Power/Performance Analysis of Portable Multimedia Systems Communicating over Wireless Channels
This paper presents a new methodology for system-level power and performance analysis of wireless multimedia systems. More precisely, we introduce an analytical approach based on ...
Radu Marculescu, Amit Nandi, Luciano Lavagno, Albe...