1530 search results - page 13 / 306 » Monte-Carlo simulation balancing |
FGCS
2008
13 years 10 months ago
2008
Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for d...
WSC
2007
14 years 4 days ago
2007
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
WSC
2004
13 years 11 months ago
2004
Monte Carlo techniques have long been used (since Buffon's experiment to approximate the value of by tossing a needle onto striped paper) to analyze phenomena which, due to ...
CIG
2005
IEEE
13 years 11 months ago
2005
IEEE
Abstract- Monte Carlo simulations have been successfully used in classic turn–based games such as backgammon, bridge, poker, and Scrabble. In this paper, we apply the ideas to th...
ICCAD
2004
IEEE
14 years 6 months ago
2004
IEEE
In this paper we describe a stochastic integral equation method for computing the mean value and the variance of capacitance of interconnects with random surface roughness. An ens...