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Consider the context of constrained Simulation Optimization (SO); that is, optimization problems where the objective and constraint functions are known through dependent Monte Carlo estimators. For solving such problems on large finite...
Screening for Dispersion Effects by Sequential Bifurcation
Bruce E. Ankenman, Russell C. H. Cheng, Susan M. Lewis
Article No.: 2
The mean of the output of interest obtained from a run of a computer simulation model of a system or process often depends on many factors; many times, however, only a few of these factors are important. Sequential bifurcation is a method that has...
Site-Specific Models for Realistic Wireless Network Simulation
Cigdem Sengul, Mustafa Al-Bado, Anja Feldmann
Article No.: 3
The utility of simulation-based performance evaluation for wireless networking has been under scrutiny as the community relies increasingly on testbed-based performance evaluations. While testbeds are invaluable tools for realistic network and...
Cluster-Based Spatiotemporal Background Traffic Generation for Network Simulation
Ting Li, Jason Liu
Article No.: 4
To reduce the computational complexity of large-scale network simulation, one needs to distinguish foreground traffic generated by the target applications one intends to study from background traffic that represents the bulk of the network traffic...
Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem
Hector Cancela, Mohamed El Khadiri, Gerardo Rubino, Bruno Tuffin
Article No.: 5
Exact evaluation of static network reliability parameters belongs to the NP-hard family, and Monte Carlo simulation is therefore a relevant tool to provide their estimations. The first goal of this work is to review a Recursive Variance Reduction...
We discuss how to generalize the classic cross-entropy method in the case where a family of mixture distributions, such as the mixture of multiple Gaussian modes, is used as an importance sampling distribution. A new iterative cross-entropy...