14071 search results - page 359 / 2815 » Fundamentals of simulation modeling |
170
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WSC
2001
15 years 8 months ago
2001
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
174
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WSC
2004
15 years 8 months ago
2004
This tutorial will focus on several new real-world applications that have been developed using an integrated set of methods, including Tabu Search, Scatter Search, Mixed Integer P...
143
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WSC
2001
15 years 8 months ago
2001
Scalability and input domain explosion make it impossible to exhaustively test simulation systems. Improved methods such as statistical usage testing are needed to provide quantit...
157
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WSC
2004
15 years 8 months ago
2004
We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for th...
143
click to vote
WSC
2004
15 years 8 months ago
2004
In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...