When developing numerical methods, or applying them to the simulation and design of engineering components, it inevitably becomes necessary to examine the scaling of the method with a problem’s electrical size. The scaling results from the original mathematical development; for example, a dense system of equations in the solution of integral equations, as well as the specific numerical implemen...

The sequential testing of more than two hypotheses has important applications in direct-sequence spread spectrum signal acquisition, multiple-resolution-element radar, and other areas. A useful sequential test which we term the MSPRT is studied in this paper. The test is shown to be a generalization of the Sequential Probability Ratio Test. Under Bayesian assumptions, it is argued that the MSPR...

Regenerative simulation (RS) is a method of stochastic steady-state simulation in which output data are collected and analysed within regenerative cycles (RCs). Since data collected during consecutive RCs are independent and identically distributed, there is no problem with the initial transient period in simulated processes, which is a perennial issue of concern in all other types of steady-st...

In this paper we introduce the idea of probability in the definition of Sequential Dynamical Systems, thus obtaining a new concept, Probabilistic Sequential System. The introduction of a probabilistic structure on Sequential Dynamical Systems is an important and interesting problem. The notion of homomorphism of our new model, is a natural extension of homomorphism of sequential dynamical syste...

We consider simulation-based methods for exploration and maximization of expected utility in sequential decision problems. We consider problems which require backward induction with analytically intractable expected utility integrals at each stage. We propose to use forward simulation to approximate the integral expressions, and a reduction of the allowable action space to avoid problems relate...