Cover Image

An Unconstrained Optimization Approach to Moment Fitting with Phase Type Distributions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sherzer, Eliran, Resheff, Yehezkel, Telek, Miklos
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Approximating G(t)/GI/1 queues with deep learning
by: Sherzer, Eliran, et al.
Published: (2024)

Computing the steady-state probabilities of a tandem queueing system, a Machine Learning approach
by: Sherzer, Eliran
Published: (2024)

A Learning-Based Superposition Operator for Non-Renewal Arrival Processes in Queueing Networks
by: Sherzer, Eliran
Published: (2026)

A Non-convex Optimization Approach of Searching Algebraic Degree Phase-type Representations for General Phase-type Distributions
by: Liu, Yujie, et al.
Published: (2024)

Analyzing homogenous and heterogeneous multi-server queues via neural networks
by: Sherzer, Eliran
Published: (2025)

On Smale's 17th problem over the reals
by: Montanari, Andrea, et al.
Published: (2024)

Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization
by: Eslami, Mostafa, et al.
Published: (2024)

Model Risk Static-Hedging a Constrained Distributionally Robust Optimization approach
by: Sauldubois, Nathan
Published: (2026)

Two-Stage Distributionally Robust Optimization: Intuitive Understanding and Algorithm Development from the Primal Perspective
by: Lu, Zhengsong, et al.
Published: (2024)

Geometric Trajectory Optimization for TRACON Arrivals: An NLP Approach with ATC Vectoring Maneuver Modeling
by: Pang, Yutian, et al.
Published: (2026)

Scenario-based Regularization: A Tractable Framework for Distributionally Robust Stochastic Optimization
by: Fonseca, Diego, et al.
Published: (2025)

Mean Field Type Control Problems Driven by Jump-diffusions
by: Bensoussan, Alain, et al.
Published: (2025)

On Moment-Based Recovery of Measures with Atomic and Continuous Parts
by: Karapetyan, Ruben, et al.
Published: (2026)

Yet Another Distributional Bellman Equation
by: Bäuerle, Nicole, et al.
Published: (2025)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
by: Guatteri, Giuseppina, et al.
Published: (2025)

A Distributional View of High Dimensional Optimization
by: Benning, Felix
Published: (2025)

Sensitivity Analysis of Distributionally Robust BSDEs and RBSDEs
by: Compoint, Arthur, et al.
Published: (2025)

On Solving Chance-Constrained Models with Gaussian Mixture Distribution
by: Dey, Shibshankar, et al.
Published: (2025)

Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
by: Rychener, Yves, et al.
Published: (2024)

A Probabilistic Approach to Shape Derivatives
by: Schlegel, Luka, et al.
Published: (2024)

Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems
by: Zhang, Xuhui, et al.
Published: (2022)

Chance-Constrained Optimization with Complex Variables
by: Madani, Raneem, et al.
Published: (2025)

Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent
by: Avrachenkov, Konstantin, et al.
Published: (2026)

Optimal and Self Selection of Service Type in a Queueing System where Long Service Postpones the Need for the Next Service
by: Hassin, Refael, et al.
Published: (2022)

LIPO+: Frugal Global Optimization for Lipschitz Functions
by: Serré, Gaëtan, et al.
Published: (2024)

BSDE Approach for $α$-Potential Stochastic Differential Games
by: Guo, Xin, et al.
Published: (2025)

Distribution-free expectation operators for robust pricing and stocking with heavy-tailed demand
by: Kleer, Pieter, et al.
Published: (2024)

Product-Form Distribution and Reversibility of Inhomogeneous Symmetric Simple Exclusion Process with Open Boundaries
by: Yashina, Marina V., et al.
Published: (2025)

Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
by: van Eck, Tim S. G., et al.
Published: (2024)

The Number of Overlapping Customers in Erlang-A Queues: An Asymptotic Approach
by: Ko, Young Myoung, et al.
Published: (2023)

A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks
by: Zhao, Feiyang, et al.
Published: (2023)

Accelerating Distributed Stochastic Optimization via Self-Repellent Random Walks
by: Hu, Jie, et al.
Published: (2024)

Data-driven Multistage Distributionally Robust Linear Optimization with Nested Distance
by: Gao, Rui, et al.
Published: (2024)

Online Learning and Optimization for Queues with Unknown Demand Curve and Service Distribution
by: Chen, Xinyun, et al.
Published: (2023)

American Options with Last Exit Times: A Free-Boundary Approach
by: Wu, Zhuoshu, et al.
Published: (2022)

Enhancing Exploration in Global Optimization by Noise Injection in the Probability Measures Space
by: Serré, Gaëtan, et al.
Published: (2026)

Optimization Based Data Enrichment Using Stochastic Dynamical System Models
by: Kearney, Griffin M., et al.
Published: (2023)

Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
by: Bo, Lijun, et al.
Published: (2025)

A Probabilistic Approach to Discounted Infinite Horizon and Invariant Mean Field Games
by: Carmona, René, et al.
Published: (2024)

The Variational Approach in Filtering and Correlated Noise
by: Srinivasan, Sharan, et al.
Published: (2026)