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The long-range dependence and self-similarity of fractional Brownian motion make it an attractive model for traffic in many data transfer networks. Reflected fractional Brownian Motion appears in the storage process of such a network. In this paper, we focus on the simulation of reflected fractional Brownian motion using a straightforward discretization scheme and we show that its strong error is...
In the set of stochastic, indecomposable, aperiodic (SIA) matrices, the class of stochastic Sarymsakov matrices is the largest known subset (i) that is closed under matrix multiplication and (ii) the infinitely long left-product of the elements from a compact subset converges to a rank-one matrix. In this paper, we show that a larger subset with these two properties can be derived by generalizing...
Recently, the metaheuristics have drawn a great attention to researchers. The drawbacks of existing derivative-based numerical methods have forced the researchers to rely on metaheuristics founded on simulations to solve scientific computation and engineering optimization problems. A common feature shared by the metaheuristics is that they combine rules and randomness to imitate some natural phenomena...
The paper is aimed at the definition of an efficient control framework for freeway systems. To this end, a Model Predictive Control scheme based on the cell transmission model is adopted in which the considered control action refers to ramp metering. Two major aspects characterize the paper. First, the prediction model is formulated as a mixed logical dynamical system (i.e. it is described by linear...
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