Related papers: Recursive equations based models of queueing syste…

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Distributed representations (such as those based on embeddings) and discrete representations (such as those based on logic) have complementary strengths. We explore one possible approach to combining these two kinds of representations. We…

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…

We consider qualitative simulation involving a finite set of qualitative relations in presence of complete knowledge about their interrelationship. We show how it can be naturally captured by means of constraints expressed in temporal logic…

Structured recursion schemes have been widely used in constructing, optimising, and reasoning about programs over inductive and coinductive datatypes. Their plain forms, catamorphisms and anamorphisms, are restricted in expressiveness. Thus…

In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

The semantics of assignment and mutual exclusion in concurrent and multi-core/multi-processor systems is presented with attention to low level architectural features in an attempt to make the presentation realistic. Recursive functions on…

Sequential search models provide a powerful framework for studying consumer search using rich data that records the sequence of consumer actions taken during the search process. In existing empirical applications, their implementation often…

Performance improvement in supply chains, taking into account customer demand in the tactical planning process is essential. It is more and more difficult for the customers to ensure a certain level of demand over a medium term horizon as…

CPU scheduling is the reason behind the performance of multiprocessing and in time-shared operating systems. Different scheduling criteria are used to evaluate Central Processing Unit Scheduling algorithms which are based on different…

Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior…

Identifying and extracting the past information relevant to the future behaviour of stochastic processes is a central task in the quantitative sciences. Quantum models offer a promising approach to this, allowing for accurate simulation of…

While cyclic scheduling is involved in numerous real-world applications, solving the derived problem is still of exponential complexity. This paper focuses specifically on modelling the manufacturing application as a cyclic job shop problem…

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

We propose and implement a family of quantum-informed recursive optimization (QIRO) algorithms for combinatorial optimization problems. Our approach leverages quantum resources to obtain information that is used in problem-specific…

We develop exact simulation (also known as perfect sampling) algorithms for a family of assemble-to-order systems. Due to the finite capacity, and coupling in demands and replenishments, known solving techniques are inefficient for larger…

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

We consider single and multiobjective simulation-based optimization problems. Simulation-based optimization has traditionally used both model-based and search-based methods, often in isolation. Model-based methods include trust region…

We consider a Markovian single-server retrial queueing system with a constant retrial rate. Conditions of null ergodicity and exponential ergodicity for the correspondent process, as well as bounds on the rate of convergence are obtained.