This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
Publish/subscribe systems are used increasingly often as a communication mechanism in loosely-coupled distributed applications. With their gradual adoption in mission critical are...
Abstract. Recently, there is an explosive development of fluid approaches to computer and distributed systems. These approaches are inherently stochastic and generate continuous st...
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...
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...