A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
The possible variability of project delay is useful information to understand and mitigate the project delay risk. However, it is not sufficiently considered in the literature con...
Makoto Nonaka, Liming Zhu, Muhammad Ali Babar, Mar...
The purpose of this paper is to develop and demonstrate Simulation of Satellite Communications (SIMSATCOM), a high resolution, stochastic simulation of satellite communications fo...
We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide fl...