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...
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...
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 ...
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...
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...