|
||||||
|
Control Techniques for Complex Networks - Chapter 11 is devoted to simulation. G. Fort, S. Meyn, E. Moulines, and P. Priouret, The ODE methods for Markov chain stability with applications to MCMC. Vivek Borkar and Sean Meyn, Oja's Algorithm for Graph Clustering and Markov Spectral Decomposition. I. Kontoyiannis and S.P. Meyn, Computable Exponential Bounds for Screened Estimation and Simulation. I. Kontoyiannis, L.A. Lastras-Montaño, and S.P. Meyn, Relative Entropy and Exponential Deviation Bounds for General Markov Chains, ISIT 2005. C. Pandit, and S.P. Meyn, Worst-Case Large-Deviations Asymptotics with Application to Queueing and Information Theory. Stochastic Processes and Applications 116(5) pp. 724-756, 2006. S.P. Meyn, Large Deviation Asymptotics and Control Variates for Simulating Large Functions. Annals Appl. Prob. 16(1) pp. 310-339, 2006. V. Tadic, S.P. Meyn and R. Tempo, Randomized Algorithms for Semi-Infinite Programming Problems. Probabilistic and Randomized Methods for Design under Uncertainty, Springer Verlag, 2005. S.P. Meyn, Workload Models for Stochastic Networks: Value Functions and Performance Evaluation, IEEE Transactions on Automatic Control 50(8) pp. 1106-1122, 2005. V. Borkar and S.P. Meyn, Value Functions and Performance Evaluation in Stochastic Network Models. Proceedings of the 42nd IEEE Conference on Decision and Control, December 9-12, 2003, Maui, Hawaii. S. G. Henderson, S. P. Meyn and V. B. Tadic, Performance Evaluation and Policy Selection in Multiclass Networks , Invited paper, Discrete Event Dynamic Systems: Theory and Applications. Volume 13, pp. 149-189, 2003. (also available in pdf format)
S. G. Henderson and S. P. Meyn, Variance Reduction for Simulation in Multiclass Queueing Networks. To appear, IIE Transactions on Operations Engineering, 2005.
Glynn, P. and S. Meyn A Lyapunov Bound for Solutions of Poisson's Equation, Annals of Probability, Vol. 24, April, 1996. Meyn, S.P. and R. Tweedie, Markov Chains & Stochastic Stability, Springer-Verlag, N.Y. |
||||||