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INFOCOM
1994
IEEE
14 years 1 months ago
Traffic Models for Wireless Communication Networks
In this paper, we introduce a deterministic fluid model and two stochastic traffic models for wireless networks. The setting is a highway with multiple entrances and exits. Vehicl...
Kin K. Leung, William A. Massey, Ward Whitt
CISSE
2007
Springer
14 years 1 months ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
CEC
2010
IEEE
13 years 10 months ago
A Mean-Variance Optimization algorithm
A new stochastic optimization algorithm referred to by the authors as the `Mean-Variance Optimization' (MVO) algorithm is presented in this paper. MVO falls into the category ...
Istvan Erlich, Ganesh K. Venayagamoorthy, Nakawiro...
WSC
2008
13 years 11 months ago
Assignment of probabilities to events for combat simulation
Multitrajectory simulation allows explicit management of random events by allowing particular events to be resolved by random draw, by a deterministic choice, or by creating new s...
John B. Gilmer Jr., Frederick J. Sullivan
AIPS
2003
13 years 10 months ago
Recommendation as a Stochastic Sequential Decision Problem
Recommender systems — systems that suggest to users in e-commerce sites items that might interest them — adopt a static view of the recommendation process and treat it as a pr...
Ronen I. Brafman, David Heckerman, Guy Shani