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Performance of folded variance estimators for simulation
Christos Alexopoulos, Claudia Antonini, David Goldsman, Melike Meterelliyoz
Article No.: 11
We extend and analyze a new class of estimators for the variance parameter of a steady-state simulation output process. These estimators are based on “folded” versions of the standardized time series (STS) of the process, and are...
A stochastic approximation method with max-norm projections and its applications to the Q-learning algorithm
Sumit Kunnumkal, Huseyin Topaloglu
Article No.: 12
In this article, we develop a stochastic approximation method to solve a monotone estimation problem and use this method to enhance the empirical performance of the Q-learning algorithm when applied to Markov decision problems with monotone value...
Finding feasible systems in the presence of constraints on multiple performance measures
Demet Batur, Seong-Hee Kim
Article No.: 13
We consider the problem of finding a set of feasible or near-feasible systems among a finite number of simulated systems in the presence of constraints on secondary performance measures. We first present a generic procedure that detects the...
A survey of customization support in agent-based business process simulation tools
William N. Robinson, Yi Ding
Article No.: 14
Agent-based business process simulation has grown in popularity, in part because of its analysis capabilities. The analyses depend on the kinds of simulations that can be built, adapted, and extended, which in turn depend on the underlying...
State-dependent importance sampling for a Jackson tandem network
Denis Miretskiy, Werner Scheinhardt, Michel Mandjes
Article No.: 15
This article considers importance sampling as a tool for rare-event simulation. The focus is on estimating the probability of overflow in the downstream queue of a Jacksonian two-node tandem queue; it is known that in this setting...
The field of game theory has proved to be of great importance in modeling interactions between self-interested parties in a variety of settings. Traditionally, game-theoretic analysis relied on highly stylized models to provide interesting...
Profile-driven regression for modeling and runtime optimization of mobile networks
Daniel W. Mc Clary, Violet R. Syrotiuk, Murat Kulahci
Article No.: 17
Computer networks often display nonlinear behavior when examined over a wide range of operating conditions. There are few strategies available for modeling such behavior and optimizing such systems as they run. Profile-driven regression is...