Sciweavers

11112 search results - page 307 / 2223
» Computing Stuttering Simulations
Sort
View
WSC
2007
15 years 9 months ago
Rare-event simulation for a multidimensional random walk with t distributed increments
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...
Jose H. Blanchet, Jingchen Liu
WSC
2007
15 years 9 months ago
Transformations for accelerating MCMC simulations with broken ergodicity
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...
Mark Fleischer
WSC
2008
15 years 9 months ago
Efficient simulation for tail probabilities of Gaussian random fields
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...
Robert J. Adler, Jose Blanchet, Jingchen Liu
WSC
2008
15 years 9 months ago
A simulation based optimization algorithm for slack reduction and workforce scheduling
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 ...
Daniel Noack, Oliver Rose
WSC
2008
15 years 9 months ago
A simulation based scheduling model for call centers with uncertain arrival rates
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...
Thomas R. Robbins, Terry P. Harrison