An important problem in discrete-event stochastic simulation is the selection of the best system from a finite set of alternatives. There are many techniques for ranking and selec...
Decision theory does not traditionally include uncertainty over utility functions. We argue that the a person's utility value for a given outcome can be treated as we treat o...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Evaluating and comparing the quality of surface interpolants is an important problem in computer graphics, computer aided geometric design and scienti c visualization. We introduc...
Suresh K. Lodha, Robert E. Sheehan, Alex Pang, Cra...
In visual processing the ability to deal with missing and noisy information is crucial. Occlusions and unreliable feature detectors often lead to situations where little or no dir...