Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
This paper presents an object oriented framework that facilitates modeling inventory systems whose policy updating is driven by forecast estimates. In an inventory system, the for...
Manuel D. Rossetti, Vijith Varghese, Mehmet Miman,...
Abstract. Scheduling problems in the forest industry have received significant attention in the recent years and have contributed many challenging applications for optimization te...
Nizar El Hachemi, Michel Gendreau, Louis-Martin Ro...
Comparing the expressive power of access control models is recognized as a fundamental problem in computer security. Such comparisons are generally based on simulations between di...
The Windows Vista personal firewall provides its diverse users with a basic interface that hides many operational details. However, concealing the impact of network context on th...