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» Optimization by Simulation Metamodelling Methods
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CORR
2006
Springer
132views Education» more  CORR 2006»
13 years 7 months ago
Cross-Entropy method: convergence issues for extended implementation
The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by...
Frédéric Dambreville
ETT
2002
77views Education» more  ETT 2002»
13 years 7 months ago
On the importance function in splitting simulation
The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages...
Marnix J. J. Garvels, Jan-Kees C. W. van Ommeren, ...
DEDS
2000
106views more  DEDS 2000»
13 years 7 months ago
Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization
Abstract. Ordinal Optimization has emerged as an efficient technique for simulation and optimization. Exponential convergence rates can be achieved in many cases. In this paper, we...
Chun-Hung Chen, Jianwu Lin, Enver Yücesan, St...
WSC
2008
13 years 10 months ago
Speeding up call center simulation and optimization by Markov chain uniformization
Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performance measures and their ...
Eric Buist, Wyean Chan, Pierre L'Ecuyer
WSC
2004
13 years 9 months ago
Simulation-Based Optimization for Material Dispatching in a Retailer Network
This paper presents preliminary work done on simulationbased optimization of a stochastic material-dispatching system in a retailer network. The problem we consider is one of dete...
Ganesh Subramaniam, Abhijit Gosavi