Combat, unlike many real-world processes, tends to be singular in nature. That is, there are not multiple occurrences from which to hypothesize a probability distribution model of...
State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
The modeling of systems mixing discrete and continuous behavior is a challenge for model builders. Sometimes, the continuous part is important, but small near the complex decision...
Marcelo Moretti Fioroni, Luiz Augusto Gago Franzes...
This paper presents a new job release methodology, WIPLOAD Control, especially in semiconductor wafer fabrication environment. The performance of the proposed methodology is evalu...
Planning and steering numerical experiments that involve many simulations are difficult tasks to automate. We describe how a simulation scheduling tool can help experimenters sub...
In this contribution we analyze communication requirements of multi-agent simulation systems using ITSimBw – developed at Fraunhofer IAIS – as an example. A focus is put on is...
Computed Tomography (CT) is one of the fastest growing diagnostic imaging procedures. Rapid advances in imaging technologies in conjunction with their widening adoption are some o...