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» Simulation Optimization: Methods and Applications
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WSC
2004
13 years 11 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
WSC
1997
13 years 11 months ago
Comparison of Monte Carlo and Deterministic Methods for Non-Adaptive Optimization
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
Hisham A. Al-Mharmah, James M. Calvin
WSC
1998
13 years 11 months ago
Average Performance of Quasi Monte Carlo Methods for Global Optimization
In this paper we compare the average performance of one class of low-discrepancy quasi-Monte Carlo sequences for global optimization. Weiner measure is assumed as the probability ...
Hisham A. Al-Mharmah
FBIT
2007
IEEE
14 years 4 months ago
An Efficient Soft Tissue Characterization Method for Haptic Rendering of Soft Tissue Deformation in Medical Simulation
The modeling of soft tissue behavior is essential in haptic rendering for virtual reality based medical simulators, which provide a safe and objective medium for training medical ...
Bummo Ahn, Jung Kim
CVPR
2008
IEEE
14 years 11 months ago
Smoothing-based Optimization
We propose an efficient method for complex optimization problems that often arise in computer vision. While our method is general and could be applied to various tasks, it was mai...
Marius Leordeanu, Martial Hebert