Simulation, or more specifically numerical simulation, is a very powerful tool for modeling of engineering, social, business, life science and other systems where the traditional analytical or graphical techniques become very complex, especially if some of the system variables have stochastic nature. Simulation has been applied for solving problems in reliability engineering also. In this paper...

The present paper addresses an effective cyber defense model by applying information fusion based game theoretical approaches‎. ‎In the present paper, we are trying to improve previous models by applying stochastic optimal control and robust optimization techniques‎. ‎Jump processes are applied to model different and complex situations in cyber games‎. ‎Applying jump processes we propose some m...

This article provides a two-stage robust energy management method for self-healing smart building that can handle contingencies occur during real-time operation. Aside from an electrical link with the distribution network, is equipped diesel generator and photovoltaic solar power generating systems. The system should be enough to plan different resources based on situation. At first, bilevel pr...

Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved.  Uniqueness and converg...

This paper presents a new class of intelligent systems, called Evolutionary Ruin and Stochastic Recreate, that can learn and adapt to the changing enviroment. It improves the original Ruin and Recreate principle’s performance by incorporating an Evolutionary Ruin step which implements evolution within a single solution. In the proposed approach, a cycle of Solution Decomposition, Evolutionary R...

In “Dynamic Stochastic Matching Under Limited Time,” Aouad and Sar?taç analyze the design of matching policies in dynamic markets such as carpooling platforms kidney exchange schemes. A crucial distinction with previous literature is that agents’ arrivals departures are fully dynamic. The demand supply side constantly replenished; each market participant remains available for potential matches ...