Life cycle cost is an essential approach to decide on alternative rehabilitation strategies for infrastructure systems. Monte Carlo simulation approach is used to develop a stocha...
The impact of parameter variations in integrated analog circuits is usually analyzed by Monte Carlo methods with a high number of simulation runs. Few approaches based on interval ...
In this paper we develop a two stage algorithm for scheduling call centers with strict SLAs and arrival rate uncertainty. The first cut schedule can be developed in less than a mi...
Performance evaluation of computer networks through traditional packet-level simulation is becoming increasingly difficult as networks grow in size along different dimensions. Due...
Daniel R. Figueiredo, Benyuan Liu, Yang Guo, James...
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...