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APN
2006
Springer
15 years 10 months ago
ArgoSPE: Model-Based Software Performance Engineering
Stochastic Petri nets (SPNs) have been proved useful for the quantitative analysis of systems. This paper introduces ArgoSPE, a tool for the performance evaluation of software syst...
Elena Gómez-Martínez, José Me...
207
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ECAI
2000
Springer
15 years 10 months ago
Solving Permutation Constraint Satisfaction Problems with Artificial Ants
Abstract. We describe in this paper Ant-P-solver, a generic constraint solver based on the Ant Colony Optimization (ACO) metaheuristic. The ACO metaheuristic takes inspiration on t...
Christine Solnon
WSC
2007
15 years 9 months ago
Path-sampling for state-dependent importance sampling
State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
Jose H. Blanchet, Jingchen Liu
WSC
2008
15 years 9 months ago
Approximate dynamic programming: Lessons from the field
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Warren B. Powell
WSC
2008
15 years 9 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh