Search results for "Sample-path"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
49	Michael A. Zazanis	Sample path analysis of level crossings for the workload process.	Queueing Syst. Theory Appl.	1992	DBLP DOI BibTeX RDF	empirical distributions, Takács formula, sample path analysis, Level crossings
46	Andreas Brandt 0001, Manfred Brandt	A sample path relation for the sojourn times in G/G/1-PS systems and its applications.	Queueing Syst. Theory Appl.	2006	DBLP DOI BibTeX RDF	G/G/1, G/D/1, G/GI/1, First come first served, Mean sojourn time approximation, Waiting time, Processor sharing, Busy period, Sojourn time, Comparative analysis, Sample path
46	Zhen Liu 0001, Philippe Nain, Donald F. Towsley	Sample path methods in the control of queues.	Queueing Syst. Theory Appl.	1995	DBLP DOI BibTeX RDF	mathematical formalism, sample path arguments, scheduling, Control, discrete event system, queueing system, stochastic comparison
34	Geng Deng, Michael C. Ferris	Variable-Number Sample-Path Optimization.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 65C05
34	George S. Fishman, Ivo J. B. F. Adan	How heavy-tailed distributions affect simulation-generated time averages.	ACM Trans. Model. Comput. Simul.	2006	DBLP DOI BibTeX RDF	Lomax distribution, M/G/? queue, sample-path average, Discrete-event simulation, network modeling
34	Klaus Reiner Schenk-Hoppé	Sample-Path Stability of Non-Stationary Dynamic Economic Systems.	Ann. Oper. Res.	2002	DBLP DOI BibTeX RDF	sample-path stability, random fixed points, non-stationary random dynamical systems
33	Zikuan Liu, Tien Dai Bui	Dynamical Mobile Terminal Location Registration in Wireless PCS Networks.	IEEE Trans. Mob. Comput.	2005	DBLP DOI BibTeX RDF	Personal communication service system, location registration, single sample path-based ordinal optimization, Markov decision process
30	Chia-Li Wang, Ronald W. Wolff	Work-Conserving Tandem Queues.	Queueing Syst. Theory Appl.	2005	DBLP DOI BibTeX RDF	single server, work conservation, dependent service times, optimal control, FIFO, tandem queue, sample path
30	Sheng-Luen Chung, Chung-Lun Li	Information rich enough sample paths for machine identification.	SMC (2)	2004	DBLP DOI BibTeX RDF
27	Gül Gürkan, Fikri Karaesmen, Özge Özdemir	Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization.	Discret. Event Dyn. Syst.	2007	DBLP DOI BibTeX RDF	Hedging points, Threshold levels, Generalized semi-Markov processes, Infinitesimal perturbation analysis, Sample-path optimization, Service-level constraints, Stochastic optimization, Stochastic fluid models
27	Ivo J. B. F. Adan, Gideon Weiss	Analysis of a simple Markovian re-entrant line with infinite supply of work under the LBFS policy.	Queueing Syst. Theory Appl.	2006	DBLP DOI BibTeX RDF	Markovian multiclass queueing networks, Last buffer first served discipline, Infinite virtual buffers, Sample path properties, GI/M/1 queue, Manufacturing, Queueing, Priority scheduling, Steady state distributions
27	Michel Mandjes, Petteri Mannersalo	Queueing systems fed by many exponential on-off sources: an infinite-intersection approach.	Queueing Syst. Theory Appl.	2006	DBLP DOI BibTeX RDF	Sample-path large deviations, On-off processes, Priority queue, Busy period, Tandem queue
27	Bor-Ruey Fu, Leyuan Shi, Rajan Suri	Analysis of Departure Times in Discrete and Continuous Tandem Production Lines.	Discret. Event Dyn. Syst.	2002	DBLP DOI BibTeX RDF	stochastic convexity, sample path analysis
27	Hirotaka Sakasegawa, Takeshi Kawashima	On the equivalence of three types of blocking in non-Markovian tandem queues.	Queueing Syst. Theory Appl.	1994	DBLP DOI BibTeX RDF	blocking types, general service times, Tandem queues, sample path analysis
27	Xiao-Gao Liu, John A. Buzacott	A decomposition-related throughput property of tandem queueing networks with blocking.	Queueing Syst. Theory Appl.	1993	DBLP DOI BibTeX RDF	Tandem queues with blocking, sample path analysis, throughput analysis
26	Ashwin Thangali, Stan Sclaroff	Periodic Motion Detection and Estimation via Space-Time Sampling.	WACV/MOTION	2005	DBLP DOI BibTeX RDF
25	Kurt Majewski	Sample path large deviations for a family of long-range dependent traffic and associated queue length processes.	Queueing Syst. Theory Appl.	2006	DBLP DOI BibTeX RDF	Fluid source, Rate function, Pareto distribution
22	Andrzej Kochut, A. Udaya Shankar	Timestep Stochastic Simulation of Computer Networks using Diffusion Approximation.	MASCOTS	2006	DBLP DOI BibTeX RDF
22	Pavlo A. Krokhmal, Stan Uryasev	A sample-path approach to optimal position liquidation.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Optimal trading, Market impact, Stochastic programming, Sample paths
21	Ayalvadi J. Ganesh, Claudio Macci, Giovanni Luca Torrisi	A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling.	Queueing Syst. Theory Appl.	2007	DBLP DOI BibTeX RDF	Poisson shot noise, Risk processes, Importance sampling, Large deviations, Ruin probabilities
21	Nilay Tanik Argon, Sigrún Andradóttir	Partial Pooling in Tandem Lines with Cooperation and Blocking.	Queueing Syst. Theory Appl.	2006	DBLP DOI BibTeX RDF	Cross-trained servers, Cooperating servers, Work-in-process inventory, Holding costs, Throughput, Tandem queues, Finite buffers, Stochastic orders, Sample-path Analysis
21	Alain Haurie, Francesco Moresino	S-Adapted Oligopoly Equilibria and Approximations in Stochastic Variational Inequalities.	Ann. Oper. Res.	2002	DBLP DOI BibTeX RDF	stochastic oligopoly model, sample path optimization, convergence of equilibria, numerical solution to variational inequalities, sampling technique
21	Bernd Heidergott	Infinitesimal perturbation analysis for queueing networks with general service time distributions.	Queueing Syst. Theory Appl.	1999	DBLP DOI BibTeX RDF	simulation, queueing theory, perturbation analysis, sample path analysis
21	Laurent Massoulié	Large deviations ordering of point processes in some queueing networks.	Queueing Syst. Theory Appl.	1998	DBLP DOI BibTeX RDF	large deviations ordering, sample path large deviations, point processes
21	Fabrice Guillemin, Ravi R. Mazumdar	On pathwise behavior of multiserver queues.	Queueing Syst. Theory Appl.	1994	DBLP DOI BibTeX RDF	stability, workload, point processes, Sample-path
21	Michael C. Fu 0001, Jian-Qiang Hu	Smoothed perturbation analysis for queues with finite buffers.	Queueing Syst. Theory Appl.	1993	DBLP DOI BibTeX RDF	finite buffer queues, simulation, Perturbation analysis, sample path analysis
21	Ward Whitt	A review of L=lambda W and extensions.	Queueing Syst. Theory Appl.	1991	DBLP DOI BibTeX RDF	L=W, Little's law, time averages and customer averages, sample-path methods, stationary marked point processes, H=G, the inversion formula, Campbell's formula, central limit, indirect estimation, conservation laws, conservation law, rate, limit theorems, level crossings, theorems
21	Rajan Suri, Xi-Ren Cao	The phantom customer and marked customer methods for optimization of closed queueing networks with blocking and general service times.	SIGMETRICS	1983	DBLP DOI BibTeX RDF	Simulation, Performance evaluation, Performance prediction, Queueing networks, Discrete event systems, Perturbation analysis, Sample path analysis
21	George S. Fishman	Choosing sample path length and number of sample paths when starting in steady state.	Oper. Res. Lett.	1994	DBLP DOI BibTeX RDF
20	James M. Calvin, Marvin K. Nakayama	Using Permutations in Regenerative Simulations to Reduce Variance.	ACM Trans. Model. Comput. Simul.	1998	DBLP DOI BibTeX RDF	regenerative simulation, permutations, variance reduction, efficiency improvement
19	Kurt Majewski	Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources.	Queueing Syst. Theory Appl.	2007	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 60F10, 60K25
19	András Antos, Csaba Szepesvári, Rémi Munos	Learning Near-Optimal Policies with Bellman-Residual Minimization Based Fitted Policy Iteration and a Single Sample Path.	COLT	2006	DBLP DOI BibTeX RDF
19	Xiliang Liu, Kaliappa Nadar Ravindran, Benyuan Liu, Dmitri Loguinov	Single-hop probing asymptotics in available bandwidth estimation: sample-path analysis.	Internet Measurement Conference	2004	DBLP DOI BibTeX RDF	packet train probing, bandwidth measurement
19	Michael C. Ferris, Todd S. Munson, Krung Sinapiromsaran	A practical approach to sample-path simulation optimization.	WSC	2000	DBLP DOI BibTeX RDF
19	Barbara Haas Margolius	A sample path analysis of the Mt/Mt/c queue.	Queueing Syst. Theory Appl.	1999	DBLP DOI BibTeX RDF	nonstationary queues, timedependent arrival rates, timedependent service rates, singleserver queues, Volterra equations, random walks, transient analysis, Bessel functions, multiserver queues
19	Cheng-Shang Chang	Sample path large deviations and intree networks.	Queueing Syst. Theory Appl.	1995	DBLP DOI BibTeX RDF	conditional limit theorem, ATM networks, large deviations, effective bandwidth
19	Jian-Qiang Hu, Michael A. Zazanis	A sample path analysis of M/GI/1 queues with workload restrictions.	Queueing Syst. Theory Appl.	1993	DBLP DOI BibTeX RDF	Workload restrictions, finite dams, balking
18	Xi-Ren Cao	A new method of performance sensitivity analysis for non-Markovian queueing networks.	Queueing Syst. Theory Appl.	1992	DBLP DOI BibTeX RDF	Realization factors, perturbation analysis, convergence properties
16	Sigrún Andradóttir, Teunis J. Ott	Time-Segmentation Parallel Simulation of Networks of Queues with Loss or Communication Blocking.	ACM Trans. Model. Comput. Simul.	1995	DBLP DOI BibTeX RDF	communication blocking, initialization bias problem, time segmentation, coupling, parallel simulation, trace-driven simulation, communication systems, queueing systems, loss
16	Rajan Suri	Infinitesimal perturbation analysis for general discrete event systems.	J. ACM	1987	DBLP DOI BibTeX RDF
13	Arunchandar Vasan 0001, A. Udaya Shankar	Timestepped Stochastic Simulation of 802.11 WLANs.	MASCOTS	2007	DBLP DOI BibTeX RDF
13	Yin Sun, Sastry Kompella	Age-optimal multi-flow status updating with errors: A sample-path approach.	J. Commun. Networks	2023	DBLP DOI BibTeX RDF
13	Azadeh Khaleghi, Gábor Lugosi	Inferring the Mixing Properties of a Stationary Ergodic Process From a Single Sample-Path.	IEEE Trans. Inf. Theory	2023	DBLP DOI BibTeX RDF
13	Nathaël Da Costa, Marvin Pförtner, Lancelot Da Costa, Philipp Hennig	Sample Path Regularity of Gaussian Processes from the Covariance Kernel.	CoRR	2023	DBLP DOI BibTeX RDF
13	Yin Sun, Sastry Kompella	Age-Optimal Multi-Flow Status Updating with Errors: A Sample-Path Approach.	CoRR	2023	DBLP DOI BibTeX RDF
13	Muhammad Aneeq uz Zaman, Alec Koppel, Sujay Bhatt, Tamer Basar	Oracle-free Reinforcement Learning in Mean-Field Games along a Single Sample Path.	AISTATS	2023	DBLP BibTeX RDF
13	Shuang Hao, Dali Zhang, Ming Dong 0006	Iteratively sampling scheme for stochastic optimization with variable number sample path.	Oper. Res. Lett.	2022	DBLP DOI BibTeX RDF
13	Muhammad Aneeq uz Zaman, Alec Koppel, Sujay Bhatt, Tamer Basar	Oracle-free Reinforcement Learning in Mean-Field Games along a Single Sample Path.	CoRR	2022	DBLP DOI BibTeX RDF
13	Budhi Arta Surya	Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path.	J. Multivar. Anal.	2022	DBLP DOI BibTeX RDF
13	Rudrabhotla Sri Prakash, Nikhil Karamchandani, Sharayu Moharir	Best Arm Identification in Sample-path Correlated Bandits.	NCC	2022	DBLP DOI BibTeX RDF
13	Reiichiro Kawai	A general approach to sample path generation of infinitely divisible processes via shot noise representation.	CoRR	2021	DBLP BibTeX RDF
13	Zhiling Guo, Jin Li, Ram Ramesh	Scalable, Adaptable, and Fast Estimation of Transient Downtime in Virtual Infrastructures Using Convex Decomposition and Sample Path Randomization.	INFORMS J. Comput.	2020	DBLP DOI BibTeX RDF
13	Gabriel Schamberg, Todd P. Coleman	Measuring Sample Path Causal Influences With Relative Entropy.	IEEE Trans. Inf. Theory	2020	DBLP DOI BibTeX RDF
13	Barry L. Nelson, Lawrence M. Leemis	The Ease of Fitting but Futility of Testing a Nonstationary Poisson Processes from One Sample Path.	WSC	2020	DBLP DOI BibTeX RDF
13	Mengyi Zhang, Andrea Matta, Arianna Alfieri	Sample-Path Algorithm for Global Optimal Solution of Resource Allocation in Queueing Systems with Performance Constraints.	WSC	2020	DBLP DOI BibTeX RDF
13	Jeongseop Kim, Ganguk Hwang	Adaptive Bandwidth Allocation Based on Sample Path Prediction With Gaussian Process Regression.	IEEE Trans. Wirel. Commun.	2019	DBLP DOI BibTeX RDF
13	Ben M. Feng, Eunhye Song	Efficient Input Uncertainty Quantification Via Green Simulation Using Sample Path Likelihood Ratios.	WSC	2019	DBLP DOI BibTeX RDF
13	Miaoqi Fu, Xian Hua Peng	On the sample path properties of mixed Poisson processes.	Oper. Res. Lett.	2018	DBLP DOI BibTeX RDF
13	Ajin George Joseph, Shalabh Bhatnagar	An incremental off-policy search in a model-free Markov decision process using a single sample path.	Mach. Learn.	2018	DBLP DOI BibTeX RDF
13	Ajin George Joseph, Shalabh Bhatnagar	An Incremental Off-policy Search in a Model-free Markov Decision Process Using a Single Sample Path.	CoRR	2018	DBLP BibTeX RDF
13	Gabriel Schamberg, Todd P. Coleman	Measuring Sample Path Causal Influences with Relative Entropy.	CoRR	2018	DBLP BibTeX RDF
13	Gabriel Schamberg, Todd P. Coleman	A Sample Path Measure of Causal Influence.	CoRR	2018	DBLP BibTeX RDF
13	William H. Sandholm, Mathias Staudigl	Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics.	Math. Oper. Res.	2018	DBLP DOI BibTeX RDF
13	Gabriel Schamberg, Todd P. Coleman	A Sample Path Measure of Causal Influence.	ISIT	2018	DBLP DOI BibTeX RDF
13	Ari Arapostathis	Some New Results on Sample Path Optimality in Ergodic Control of Diffusions.	IEEE Trans. Autom. Control.	2017	DBLP DOI BibTeX RDF
13	Daniel J. Hsu, Aryeh Kontorovich, David A. Levin, Yuval Peres, Csaba Szepesvári	Mixing time estimation in reversible Markov chains from a single sample path.	CoRR	2017	DBLP BibTeX RDF
13	Ajin George Joseph, Shalabh Bhatnagar	An Incremental Fast Policy Search Using a Single Sample Path.	PReMI	2017	DBLP DOI BibTeX RDF
13	Srikanth Hariharan, Ness B. Shroff	On Sample-Path Optimal Dynamic Scheduling for Sum-Queue Minimization in Trees Under the K-Hop Interference Model.	IEEE/ACM Trans. Netw.	2016	DBLP DOI BibTeX RDF
13	Xiaoyong Li 0004, Daren B. H. Cline, Dmitri Loguinov	On Sample-Path Staleness in Lazy Data Replication.	IEEE/ACM Trans. Netw.	2016	DBLP DOI BibTeX RDF
13	Kai Zhu 0002, Lei Ying 0001	Information Source Detection in the SIR Model: A Sample-Path-Based Approach.	IEEE/ACM Trans. Netw.	2016	DBLP DOI BibTeX RDF
13	Reiichiro Kawai	Measuring Impact of Random Jumps Without Sample Path Generation.	SIAM J. Sci. Comput.	2015	DBLP DOI BibTeX RDF
13	Anna Ye Du, Sanjukta Das Smith, Zhouhan Yang, Chunming Qiao, Ram Ramesh	Predicting Transient Downtime in Virtual Server Systems: An Efficient Sample Path Randomization Approach.	IEEE Trans. Computers	2015	DBLP DOI BibTeX RDF
13	Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký	Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion.	J. Appl. Probab.	2015	DBLP DOI BibTeX RDF
13	Daniel J. Hsu, Aryeh Kontorovich, Csaba Szepesvári	Mixing Time Estimation in Reversible Markov Chains from a Single Sample Path.	CoRR	2015	DBLP BibTeX RDF
13	Xiaoyong Li 0004, Daren B. H. Cline, Dmitri Loguinov	On sample-path staleness in lazy data replication.	INFOCOM	2015	DBLP DOI BibTeX RDF
13	Daniel J. Hsu, Aryeh Kontorovich, Csaba Szepesvári	Mixing Time Estimation in Reversible Markov Chains from a Single Sample Path.	NIPS	2015	DBLP BibTeX RDF
13	Yi-Ching Yao, Daniel Wei-Chung Miao	Sample-path analysis of general arrival queueing systems with constant amount of work for all customers.	Queueing Syst. Theory Appl.	2014	DBLP DOI BibTeX RDF
13	Srikanth Hariharan, Ness B. Shroff	On Sample-Path Optimal Dynamic Scheduling for Sum-Queue Minimization in Forests.	IEEE/ACM Trans. Netw.	2014	DBLP DOI BibTeX RDF
13	Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký	A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion.	J. Optim. Theory Appl.	2014	DBLP DOI BibTeX RDF
13	Muhammad El-Taha	Sample-path analysis of queues with batch arrivals.	Comput. Ind. Eng.	2014	DBLP DOI BibTeX RDF
13	Di Wu, Qing-Shan Jia, Chun-Hung Chen	Sample path sharing in simulation-based policy improvement.	ICRA	2014	DBLP DOI BibTeX RDF
13	Koji Fukuda, Yasuyuki Kudo	Sensitivity estimation by Monte-Carlo simulation using likelihood ratio method with fixed-sample-path principle.	SIMULTECH	2014	DBLP BibTeX RDF
13	Koji Fukuda, Yasuyuki Kudo	Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle.	SIMULTECH (Selected Papers)	2014	DBLP DOI BibTeX RDF
13	Di Wu, Qing-Shan Jia	Sample Path Sharing in Policy Improvement for Indoor Air Temperature Control.	WODES	2014	DBLP DOI BibTeX RDF
13	Jian Li, Xiaowei Xu 0002	Optimality of (s, S)-policies in a dynamic pricing model with replenishment opportunities: A sample path approach.	Oper. Res. Lett.	2013	DBLP DOI BibTeX RDF
13	Kai Zhu 0002, Lei Ying 0001	Information source detection in the SIR model: A sample path based approach.	ITA	2013	DBLP DOI BibTeX RDF
13	S. P. Preston, Andrew T. A. Wood	Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions.	Stat. Comput.	2012	DBLP DOI BibTeX RDF
13	Dimitrios G. Pandelis, Mark P. Van Oyen	Sample Path Optimal Policies for Serial Lines with Flexible Workers.	J. Appl. Probab.	2012	DBLP DOI BibTeX RDF
13	Kai Zhu 0002, Lei Ying 0001	Information Source Detection in the SIR Model: A Sample Path Based Approach	CoRR	2012	DBLP BibTeX RDF
13	Michael A. Beck, Jens B. Schmitt	On the calculation of sample-path backlog bounds in queueing systems over finite time horizons.	VALUETOOLS	2012	DBLP DOI BibTeX RDF
13	Srikanth Hariharan, Ness B. Shroff	On sample-path optimal dynamic scheduling for sum-queue minimization in trees under the K-hop interference model.	INFOCOM	2012	DBLP DOI BibTeX RDF
13	Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij	Sample-Path Large Deviations in Credit Risk.	J. Appl. Math.	2011	DBLP DOI BibTeX RDF
13	Woonghee Tim Huh, Ganesh Janakiraman, Mahesh Nagarajan	Technical Note - Capacitated Serial Inventory Systems: Sample Path and Stability Properties Under Base-Stock Policies.	Oper. Res.	2010	DBLP DOI BibTeX RDF
13	Soummya Kar, José M. F. Moura, Kavita Ramanan	Sample path large deviations for the randomly sampled continuous-discrete Kalman filter.	CDC	2010	DBLP DOI BibTeX RDF
13	Amr Rizk, Markus Fidler	Sample Path Bounds for Long Memory FBM Traffic.	INFOCOM	2010	DBLP DOI BibTeX RDF
13	Shie Mannor, John N. Tsitsiklis, Jia Yuan Yu	Online Learning with Sample Path Constraints.	J. Mach. Learn. Res.	2009	DBLP BibTeX RDF
13	Woonghee Tim Huh, Ganesh Janakiraman	A sample-path approach to the optimality of echelon order-up-to policies in serial inventory systems.	Oper. Res. Lett.	2008	DBLP DOI BibTeX RDF
13	András Antos, Csaba Szepesvári, Rémi Munos	Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path.	Mach. Learn.	2008	DBLP DOI BibTeX RDF	Bellman-residual minimization, Least-squares temporal difference learning, Off-policy learning, Finite-sample bounds, Reinforcement learning, Nonparametric regression, Policy iteration, Least-squares regression
13	Q. X. Zhu	Sample-path optimality and variance-maximization for Markov decision processes.	Math. Methods Oper. Res.	2007	DBLP DOI BibTeX RDF
13	Chaitanya Garikiparthi, Appie van de Liefvoort, Kenneth Mitchell	Sample Path Analysis of Busy Periods and Related First Passages of a Correlated MEP/MEP/1 System.	QEST	2007	DBLP DOI BibTeX RDF