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Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data
We consider a continuous-valued simulation optimization (SO) problem, where a simulator is built to optimize an expected performance measure of a real-world system while parameters of the simulator are estimated from streaming data collected periodically ...
Stochastic Approximation for Estimating the Price of Stability in Stochastic Nash Games
The goal in this article is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is among the most popular metrics in game theory and provides an avenue for estimating the efficiency of Nash ...
Contextual Ranking and Selection with Gaussian Processes and Optimal Computing Budget Allocation
In many real-world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context specific information. In this work, we study the contextual Ranking and ...
Bayesian Optimisation for Constrained Problems
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian optimisation, ...
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation
We propose a general purpose confidence interval procedure (CIP) for statistical functionals constructed using data from a stationary time series. The procedures we propose are based on derived distribution-free analogues of the χ2 and Student’s t random ...
Parallel Simulation of Quantum Networks with Distributed Quantum State Management
Quantum network simulators offer the opportunity to cost-efficiently investigate potential avenues for building networks that scale with the number of users, communication distance, and application demands by simulating alternative hardware designs and ...
Reproducibility Report for the Article: Parallel Simulation of Quantum Networks with Distributed Quantum State Management
The examined article introduces a parallel version of SeQUeNCe, a Discrete Event Simulator for quantum networks. The authors have deposited their artifact on Zenodo, meeting the criteria for long-term preservation required by the Artifacts Available ...