WSC
2001
14 years 28 days ago
2001
The military develops simulations to analyze nearly every aspect of defense. How accurate are these simulations and to what extent do they produce dependable results? Most guidanc...
WSC
2001
14 years 28 days ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
WSC
2004
14 years 28 days ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
WSC
2001
14 years 28 days ago
2001
Congestion control algorithms, such as TCP or the closelyrelated additive increase-multiplicative decrease algorithms, are extremely difficult to simulate on a large scale. The re...
WSC
2001
14 years 28 days ago
2001
"Spreadsheet simulation" refers to the use of a spreadsheet as a platform for representing simulation models and performing simulation experiments. This tutorial explain...
WSC
2004
14 years 28 days ago
2004
This paper presents a new meta heuristic algorithm based on the search method called simulated annealing, and its application to solving multi objective simulation optimization pr...
WSC
2004
14 years 28 days ago
2004
WSC
2001
14 years 28 days ago
2001
The Municipality of Rome plans to introduce a taxi-bus system as a night service. A micro-simulation model was developed to estimate the needed information. Two major topics regar...
WSC
2004
14 years 28 days ago
2004
A chemical plant in The Netherlands uses large annual supplies of a bulk chemical. A number of suppliers deliver their parcels from overseas by short sea vessel to a transshipment...
WSC
2004
14 years 28 days ago
2004
Navy personnel use the REMUS unmanned underwater vehicle to search for submerged objects. Navigation inaccuracies lead to errors in predicting the location of objects and thus inc...