We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
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...
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...
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...
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