A structured model to manage a large number of transactions

Article Abstract:

The use of structured modeling for managing the daily transactions arriving at the main computer facility of an Italian banking conglomerate is considered. The model, which is written in the object-oriented language BLOOMS, stores data at four memory levels which each have varying transfer rates and cost functions. It aims to maximize system throughput while minimizing the cost of data storage under limitations on time, space and costs.

Models, Mathematical models, Online transaction processing, Object oriented programming, Object-oriented languages

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Optimization of computer simulation models with rare events

Article Abstract:

Discrete event simulation systems (DESS) are examined, with emphasis on optimization involving rare events. The rather complex task of integrating simulation-based optimization and estimation of rare event probabilities of DESS is essential for both theory and practice. The proposed optimization approach is based on change of the probability measure techniques, also known as likelihood ratio and importance sampling methods.

Computer simulation

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Kuratowski convergence of the efficient sets in the parametric linear vector semi-infinite optimization

Article Abstract:

The notion of duality between the upper and lower semi-continuity properties of efficient and weakly efficient maps in vector optimization is extended to the space of linear vector semi-infinite optimization problems. Specifically, point mappings on an image space endowed with Kuratowski convergence were employed to establish the closedness of the efficient sets and well-posedness of the vector optimization problems.

Vector spaces, Vectors (Mathematics), Linear topological spaces

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