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WSC
2001
15 years 8 months ago
On improving the performance of simulation-based algorithms for average reward processes with application to network pricing
We address performance issues associated with simulationbased algorithms for optimizing Markov reward processes. Specifically, we are concerned with algorithms that exploit the re...
Enrique Campos-Náñez, Stephen D. Pat...
WSC
2001
15 years 8 months ago
Study of an ergodicity pitfall in multitrajectory simulation
Multitrajectory Simulation allows random events in a simulation to generate multiple trajectories. Management techniques have been developed to manage the choices of trajectories ...
John B. Gilmer Jr., Frederick J. Sullivan
WSC
2004
15 years 8 months ago
A Large Deviations Perspective on Ordinal Optimization
We consider the problem of optimal allocation of computing budget to maximize the probability of correct selection in the ordinal optimization setting. This problem has been studi...
Peter W. Glynn, Sandeep Juneja
MASCOTS
2003
15 years 8 months ago
Quantifying the Properties of SRPT Scheduling
This paper uses a probe-based sampling approach to study the behavioural properties of Web server scheduling strategies, such as Processor Sharing (PS) and Shortest Remaining Proc...
Mingwei Gong, Carey L. Williamson
NIPS
2003
15 years 8 months ago
On the Dynamics of Boosting
In order to understand AdaBoost’s dynamics, especially its ability to maximize margins, we derive an associated simplified nonlinear iterated map and analyze its behavior in lo...
Cynthia Rudin, Ingrid Daubechies, Robert E. Schapi...