We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
A new approach for overcoming broken ergodicity in Markov Chain Monte Carlo (MCMC) simulations of complex systems is described. The problem of broken ergodicity is often present i...
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
In an assembly line with high labor proportion, the workforce planning and scheduling is a very complex problem. At the background of increasing labor costs, it is very important ...
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...