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WSC
2004
13 years 10 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
AAAI
2000
13 years 10 months ago
Deliberation in Equilibrium: Bargaining in Computationally Complex Problems
We develop a normative theory of interaction-negotiation in particular--among self-interested computationally limited agents where computational actions are game-theoretically tre...
Kate Larson, Tuomas Sandholm
TREC
1998
13 years 10 months ago
ClickIR: Text Retrieval using a Dynamic Hypertext Interface
In this report we describe our model of dynamic hypertext and how the ClickIR system uses this model to assist users in interactive search. The system was used in both the ad hoc ...
Richard C. Bodner, Mark H. Chignell
WSC
1998
13 years 10 months ago
LABATCH.2: Software for Statistical Analysis of Simulation Sample Path Data
LABATCH.2 is a collection of computer programs available in C, FORTRAN, and SIMSCRIPT II.5 by anonymous ftp, at http://www.or.unc.edu/gfish/labatch.2.html. It performs statistical...
George S. Fishman
WSC
2000
13 years 10 months ago
Cost/benefit analysis of interval jumping in power-control simulation
Computation of power control calculations is one of the most time-consuming aspects of simulating wireless communication systems. These calculations are critical to understanding ...
David M. Nicol, L. Felipe Perrone