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WSC
2008
15 years 9 months ago
Mathematical programming representations for state-dependent queues
Discrete-event dynamic systems with feedback, where the behavior of the system depends on the system state, are difficult to model due to the uncertainties and dependencies of sys...
Wai Kin Chan, Lee W. Schruben
WSC
2008
15 years 9 months ago
A multi threaded and resolution approach to simulated futures evaluation
As part of the DARPA Deep Green efforts, SAIC developed a multi-threaded and resolution approach to constructing and evaluating simulated futures to address the SimPath component....
David R. Pratt, Robert W. Franceschini, Robert B. ...
WSC
2004
15 years 8 months ago
Decision Tree Module Within Decision Support Simulation System
Decision trees are one of the most easy to use tools in decision analysis. Problems where decision tree branches are based on random variables have not received much attention. Th...
Mohamed Moussa, Janaka Y. Ruwanpura, George Jergea...
NETWORKING
2000
15 years 8 months ago
Computing Blocking Probabilities in Multi-class Wavelength Routing Networks
We present an approximate analytical method to compute efficiently the call blocking probabilities in wavelength routing networks with multiple classes of calls. The model is fairl...
Sridhar Ramesh, George N. Rouskas, Harry G. Perros
PC
2008
158views Management» more  PC 2008»
15 years 6 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...