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WSC
1997
13 years 10 months ago
Computational Experience with the Batch Means Method
This article discusses implementation issues for the LBATCH and ABATCH batch means procedures of Fishman and Yarberry (1997). Theses procedures dynamically increase the batch size...
Christos Alexopoulos, George S. Fishman, Andrew F....
EOR
2008
123views more  EOR 2008»
13 years 9 months ago
Fixed versus flexible production systems: A real options analysis
In this work, we address investment decisions in production systems by using real options. As is standard in literature, the stochastic variable is assumed to be normally distribu...
Dalila B. M. M. Fontes
JORS
2010
189views more  JORS 2010»
13 years 3 months ago
Monte Carlo scenario generation for retail loan portfolios
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
J. L. Breeden, D. Ingram
ENTCS
2006
155views more  ENTCS 2006»
13 years 9 months ago
Biomolecular Agents as Multi-behavioural Concurrent Objects
In recent years, there has been increasing interest in computational models of biological systems based on various calculi of communicating processes, such as the stochastic pi-ca...
Denys Duchier, Céline Kuttler
ICMCS
2006
IEEE
128views Multimedia» more  ICMCS 2006»
14 years 3 months ago
Game-Theoretic Paradigm for Resource Management in Spectrum Agile Wireless Networks
We propose a new way of architecting the wireless multimedia communications systems by jointly optimizing the protocol stack at each station and the resource exchanges among stati...
Fangwen Fu, Ahmad Reza Fattahi, Mihaela van der Sc...