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WSC
2004
15 years 8 months ago
Optimization by Simulation Metamodelling Methods
We consider how simulation metamodels can be used to optimize the performance of a system that depends on a number of factors. We focus on the situation where the number of simula...
Russell C. H. Cheng, Christine S. M. Currie
WSC
2004
15 years 8 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
WSC
2004
15 years 8 months ago
Functional Analysis for Operating Emergency Department of a General Hospital
An entire emergency department of a general hospital is simulated to examine patient flows. First, times needed for both outpatients and patients arriving via ambulance to be proc...
Soemon Takakuwa, Hiroko Shiozaki
COLING
2000
15 years 8 months ago
Estimation of Stochastic Attribute-Value Grammars using an Informative Sample
We argue that some of the computational complexity associated with estimation of stochastic attributevalue grammars can be reduced by training upon an informative subset of the fu...
Miles Osborne
FORTE
1997
15 years 8 months ago
On-Line Timed Protocol Trace Analysis Based on Uncertain State Descriptions
This paper presents a new approach to the task of passive protocol tracing. The method called FollowSM for the first time meets all requirements of practical in-field use, inclu...
Marek Musial