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WSC
2001
13 years 9 months ago
Global random optimization by simultaneous perturbation stochastic approximation
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
John L. Maryak, Daniel C. Chin
WSC
2004
13 years 9 months ago
Dependence Modeling for Stochastic Simulation
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of thi...
Bahar Biller, Soumyadip Ghosh
IRREGULAR
1997
Springer
13 years 12 months ago
Parallel Shared-Memory State-Space Exploration in Stochastic Modeling
Stochastic modeling forms the basis for analysis in many areas, including biological and economic systems, as well as the performance and reliability modeling of computers and comm...
Susann C. Allmaier, Graham Horton
CN
2002
78views more  CN 2002»
13 years 7 months ago
A stochastic model for the evolution of the Web
Recently several authors have proposed stochastic models of the growth of the Web graph that give rise to power-law distributions. These models are based on the notion of preferen...
Mark Levene, Trevor I. Fenner, George Loizou, Rich...
SIMPRA
2010
95views more  SIMPRA 2010»
13 years 6 months ago
State-dependent stochastic mobility model in mobile communication networks
Abstract — We apply finite state-dependent queueing networks to model mobility in mobile communication systems. Although they have been successfully used in the past to model ve...
Frederico R. B. Cruz, P. C. Oliveira, Luiz Duczmal