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  1. Li, J. ; Spanos, P. D. ; Chen, J.-B. ; Peng, Y.-B. (Ed.)
    Quantifying network reliability is a hard problem, proven to be #P-complete [1]. For real-world network planning and decision making, approximations for the network reliability problem are necessary. This study shows that tensor network contraction (TNC) methods can quickly estimate an upper bound of All Terminal Reliability, RelATR(G), by solving a superset of the network reliability problem: the edge cover problem, EC(G). In addition, these tensor contraction methods can exactly solve source-terminal (S-T) reliability for the class of directed acyclic networks, RelS−T (G). The computational complexity of TNC methods is parameterized by treewidth, significantly benefitting from recent advancements in approximate tree decomposition algorithms [2]. This parameterization does not rely on the reliability of the graph, which means these tensor contraction methods can determine reliability faster than Monte Carlo methods on highly reliable networks, while also providing exact answers or guaranteed upper bound estimates. These tensor contraction methods are applied to grid graphs, random cubic graphs, and a selection of 58 power transmission networks [3], demonstrating computational efficiency and effective approximation using EC(G). 
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  2. Li, J. ; Spanos, P. D. ; Chen, J. B. ; Peng, Y. B. (Ed.)
    Infrastructure networks offer critical services to modern society. They dynamically interact with the environment, operators, and users. Infrastructure networks are unique engineered systems, large in scale and high in complexity. One fundamental issue for their reliability assessment is the uncertainty propagation from stochastic disturbances across interconnected components. Monte Carlo simulation (MCS) remains approachable to quantify stochastic dynamics from components to systems. Its application depends on time efficiency along with the capability of delivering reliable approximations. In this paper, we introduce Quasi Monte Carlo (QMC) sampling techniques to improve modeling efficiency. Also, we suggest a principled Monte Carlo (PMC) method that equips the crude MCS with Probably Approximately Correct (PAC) approaches to deliver guaranteed approximations. We compare our proposed schemes with a competitive approach for stochastic dynamic analysis, namely the Probability Density Evolution Method (PDEM). Our computational experiments are on ideal but complex enough source-terminal (S-T) dynamic network reliability problems. We endow network links with oscillators so that they can jump across safe and failed states allowing us to treat the problem from a stochastic process perspective. We find that QMC alone can yield practical accuracy, and PMC with a PAC algorithm can deliver accuracy guarantees. Also, QMC is more versatile and efficient than the PDEM for network reliability assessment. The QMC and PMC methods provide advanced uncertainty propagation techniques to support decision makers with their reliability problems. 
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  3. Feng, B. ; Pedrielli, G ; Peng, Y. ; Shashaani, S. ; Song, E. ; Corlu, C. ; Lee, L. ; Chew, E. ; Roeder, T. ; Lendermann, P. (Ed.)
    Ranking&selection (R&S) procedures are simulation-optimization algorithms for making one-time decisions among a finite set of alternative system designs or feasible solutions with a statistical assurance of a good selection. R&S with covariates (R&S+C) extends the paradigm to allow the optimal selection to depend on contextual information that is obtained just prior to the need for a decision. The dominant approach for solving such problems is to employ offline simulation to create metamodels that predict the performance of each system or feasible solution as a function of the covariate. This paper introduces a fundamentally different approach that solves individual R&S problems offline for various values of the covariate, and then treats the real-time decision as a classification problem: given the covariate information, which system is a good solution? Our approach exploits the availability of efficient R&S procedures, requires milder assumptions than the metamodeling paradigm to provide strong guarantees, and can be more efficient. 
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  4. Feng, B. ; Pedrielli, G ; Peng, Y. ; Shashaani, S. ; Song, E. ; Corlu, C. ; Lee, L. ; Chew, E. ; Roeder, T. ; Lendermann, P. (Ed.)
    Many tutorials and survey papers have been written on ranking & selection because it is such a useful tool for simulation optimization when the number of feasible solutions or “systems” is small enough that all of them can be simulated. Cheap, ubiquitous, parallel computing has greatly increased the “all of them can be simulated” limit. Naturally these tutorials and surveys have focused on the underlying theory of R&S and have provided pseudocode procedures. This tutorial, by contrast, emphasizes applications, programming and interpretation of R&S, using the R programming language for illustration. Readers (and the audience) can download the code and follow along with the examples, but no experience with R is needed. 
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  5. Feng, B. ; Pedrielli, G ; Peng, Y. ; Shashaani, S. ; Song, E. ; Corlu, C. ; Lee, L. ; Chew, E. ; Roeder, T. ; Lendermann, P. (Ed.)
    Ranking & selection (R&S) procedures are simulation-optimization algorithms for making one-time decisions among a finite set of alternative system designs or feasible solutions with a statistical assurance of a good selection. R&S with covariates (R&S+C) extends the paradigm to allow the optimal selection to depend on contextual information that is obtained just prior to the need for a decision. The dominant approach for solving such problems is to employ offline simulation to create metamodels that predict the performance of each system or feasible solution as a function of the covariate. This paper introduces a fundamentally different approach that solves individual R&S problems offline for various values of the covariate, and then treats the real-time decision as a classification problem: given the covariate information, which system is a good solution? Our approach exploits the availability of efficient R&S procedures, requires milder assumptions than the metamodeling paradigm to provide strong guarantees, and can be more efficient. 
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  6. Feng, B. ; Pedrielli, G ; Peng, Y. ; Shashaani, S. ; Song, E. ; Corlu, C. ; Lee, L. ; Chew, E. ; Roeder, T. ; Lendermann, P. (Ed.)
    The Rapid Gaussian Markov Improvement Algorithm (rGMIA) solves discrete optimization via simulation problems by using a Gaussian Markov random field and complete expected improvement as the sampling and stopping criterion. rGMIA has been created as a sequential sampling procedure run on a single processor. In this paper, we extend rGMIA to a parallel computing environment when q+1 solutions can be simulated in parallel. To this end, we introduce the q-point complete expected improvement criterion to determine a batch of q+1 solutions to simulate. This new criterion is implemented in a new object-oriented rGMIA package. 
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  7. Feng, B. ; Pedrielli, G ; Peng, Y. ; Shashaani, S. ; Song, E. ; Corlu, C. ; Lee, L. ; Chew, E. ; Roeder, T. ; Lendermann, P. (Ed.)
    The Rapid Gaussian Markov Improvement Algorithm (rGMIA) solves discrete optimization via simulation problems by using a Gaussian Markov random field and complete expected improvement as the sampling and stopping criterion. rGMIA has been created as a sequential sampling procedure run on a single processor. In this paper, we extend rGMIA to a parallel computing environment when q+1 solutions can be simulated in parallel. To this end, we introduce the q-point complete expected improvement criterion to determine a batch of q+1 solutions to simulate. This new criterion is implemented in a new object-oriented rGMIA package. 
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  8. B. Feng, B ; G. Pedrielli, G ; Peng, Y ; Shashaani, S. ; Song, E. ; Corlu, C. ; Lee, L. ; Chew, E. ; Roeder, T. ; Lendermann, P. (Ed.)
    Many tutorials and survey papers have been written on ranking & selection because it is such a useful tool for simulation optimization when the number of feasible solutions or “systems” is small enough that all of them can be simulated. Cheap, ubiquitous, parallel computing has greatly increased the “all of them can be simulated” limit. Naturally these tutorials and surveys have focused on the underlying theory of R&S and have provided pseudocode procedures. This tutorial, by contrast, emphasizes applications, programming and interpretation of R&S, using the R programming language for illustration. Readers (and the audience) can download the code and follow along with the examples, but no experience with R is needed. 
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  9. Feng, B. ; Pedrielli, G ; Peng, Y. ; Shashaani, S. ; Song, E. ; Corlu, C. G. ; Lee, L.H. ; Chew, E. P. ; Roeder, T. ; Lendermann, P. (Ed.)
    Automatic differentiation (AD) can provide infinitesimal perturbation analysis (IPA) derivative estimates directly from simulation code. These gradient estimators are simple to obtain analytically, at least in principle, but may be tedious to derive and implement in code. AD software tools aim to ease this workload by requiring little more than writing the simulation code. We review considerations when choosing an AD tool for simulation, demonstrate how to apply some specific AD tools to simulation, and provide insightful experiments highlighting the effects of different choices to be made when applying AD in simulation. 
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