Section: Partnerships and Cooperations

International Research Visitors

Inria International Chair

Participants : Bruno Tuffin, Pierre L'Ecuyer.

Title: Methods and Tools for Effective Stochastic Simulation

Period: Nov 2013 - Oct 2018

The activity deals with mathematical models that represent uncertainty in the dynamic behavior of complex systems, algorithms for efficient simulation of these systems on a computer, eventually with the aim of optimizing management decisions taken with respect to these systems, and computer software that concretely implements these methods efficiently. It applies to several types of systems that involve uncertainty, in all areas. The main part of the work is on general-purpose methodology and tools, and their mathematical analysis. Another part focuses on specific classes of applications in the areas of communications networks, reliability, finance, revenue management and network economics, and service systems such as call center or health care management. It has connections with computer science, operations research, industrial engineering, applied probability, statistics, and numerical analysis. Stochastic simulation is a key tool in practically all areas of science, engineering, and management. Its use keeps growing quickly, and new research issues pop up along the way, as the amount of available digital data on complex stochastic systems is literally exploding. Effective ways of using this large flow of data for better stochastic modeling, simulation, and decision making for those systems need to be developed, and this gives rise to large challenges.