We propose a symbolic algorithm for the analysis of the robustness of timed automata, that is the correctness of the model in presence of small drifts on the clocks or imprecision ...
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
In the analysis of a manufacturing system, the analyst is often interested in the change in mean cycle time as a function of different throughput (start rate) levels. Since the va...
Rachel T. Johnson, Sonia E. Leach, John W. Fowler,...
The DoD High Level architecture (HLA) has recently become the required method for the interconnection of all DoD computer simulations. The HLA addresses the rules by which simulat...
Christopher D. Carothers, Richard Fujimoto, Richar...
We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribut...