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ICCS
2001
Springer
14 years 1 months ago
On the Use of Quasi-Monte Carlo Methods in Computational Finance
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Christiane Lemieux, Pierre L'Ecuyer
WSC
1997
13 years 10 months ago
An Integrated Framework for Deterministic and Stochastic Optimization
In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a select...
Leyuan Shi, Sigurdur Ólafsson
WSC
2007
13 years 11 months ago
Kriging metamodeling in constrained simulation optimization: an explorative study
This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
TROB
2010
96views more  TROB 2010»
13 years 7 months ago
Stochastic Modular Robotic Systems: A Study of Fluidic Assembly Strategies
Abstract—Modular robotic systems typically assemble using deterministic processes where modules are directly placed into their target position. By contrast, stochastic modular ro...
Michael Thomas Tolley, Michael Kalontarov, Jonas N...
WSC
1998
13 years 10 months ago
Rostering by Iterating Integer Programming and Simulation
We present a new technique (RIIPS) for solving rostering problems in the presence of service uncertainty. RIIPS stands for "Rostering by Iterating Integer Programming and Sim...
Shane G. Henderson, Andrew J. Mason