The C source code associated with the Simulation 101 preconference workshop (offered at the 2006 and 2007 Winter Simulation Conferences) is presented here. This paper begins with ...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be ...
The Monte Carlo (MC) method is a simple but effective way to perform simulations involving complicated or multivariate functions. The QuasiMonte Carlo (QMC) method is similar but...