NF - 11 - 1 - 0115 213 - 821 - 1377 Final Report 59442 - MA

Number of Papers published in peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Modeling Systems of Dependent Components Report Title New classes of stochastic models for network systems having stochastically dependent components are studied by a combination of probabilistic analysis and efficient simulation techniques. For instance, in a model in which shocks of r different types occur, with component i failing when there have been a total of n(i) type i shocks, we give a method for studying the distribution of the the number of shocks needed to cause the system to fail. Stochastic optimization problems related to stochastic assignment and stochastic knapsack models have been studied. For instance, we consider the static stochastic problem where a subset of components of known values but having random weights it initially put into a knapsack, with a reward equal to the sum of their values obtained provided that their total weight does not exceed the capacity of the knapsack. New variance reduction simulation results related to normalized importance sampling and improved estimators of tail distributions have been obtained, (a) Papers published in peer-reviewed journals (N/A for none) Enter List of papers submitted or published that acknowledge ARO support from the start of the project to the date of this printing. List the papers, including journal references, in the following categories: (b) Papers published in non-peer-reviewed journals (N/A for none) The Infinite Server Queue with Exponentially Distributed Setup Times, International Worksop in Applied Probability, Antalya, Turkey, June 2014 (c) Presentations Received Paper