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ANSS
2000
IEEE
14 years 1 months ago
An Analytic Method for Predicting Simulation Parallelism
The abilityto predict the performance of a simulationapplicationbefore its implementationis an important factor to the adoption of parallel simulation technology in industry. Idea...
Hong Wang, Yong Meng Teo, Seng Chuan Tay
CMSB
2009
Springer
14 years 6 days ago
On the Use of Stochastic Petri Nets in the Analysis of Signal Transduction Pathways for Angiogenesis Process
In this paper we consider the modeling of a selected portion of signal transduction events involved in the angiogenesis process. The detailed model of this process contains a large...
Lucia Napione, Daniele Manini, Francesca Cordero, ...
WSC
2008
13 years 11 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
WSC
2001
13 years 10 months ago
Modeling risk in the dynamic environment of maritime transportation
The Washington State Ferries are one of the largest ferry systems in the world. Accidents involving Washington State Ferries are rare events. However, low probability, high conseq...
Jason R. W. Merrick, J. René van Dorp, Thom...
WSC
1998
13 years 10 months ago
A Comparison of RESTART Implementations
The RESTART method is a widely applicable simulation technique for the estimation of rare event probabilities. The method is based on the idea to restart the simulation in certain...
Marnix J. J. Garvels, Dirk P. Kroese