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» Modelling and Design of VAML
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WSC
2000
15 years 8 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
WSC
1997
15 years 8 months ago
Long-Lasting Transient Conditions in Simulations with Heavy-Tailed Workloads
Recent evidence suggests that some characteristics of computer and telecommunications systems may be well described using heavy tailed distributions — distributions whose tail d...
Mark Crovella, Lester Lipsky
WSC
1997
15 years 8 months ago
Applications of the Universal Joint Task List to Joint Exercise Results
The foundation of readiness is training. The Chairman, Joint Chiefs of Staff (CJCS) Joint Training Program institutes methods for identifying training requirements through review ...
Sam H. Parry, Michael C. McAneny, Richard J. Drome...
FORTE
1996
15 years 8 months ago
Combined Application of SDL-92, OMT, MSC and TTCN
The paper describes the application of SDL-92[1] and OMT[2] to the design of a V5.x Access Network interface. While OMT is used to model the management aspects of the system, typi...
Eurico Inocêncio, Manuel Ricardo, Hitoshi Sa...
IJCAI
1993
15 years 8 months ago
A Scheme for Agent Collaboration in Open Multiagent Environments
In multiagent planning, an agent sometimes needs to collaborate with others to construct complex plans, or to accomplish large organizational tasks which it cannot do alone. Since...
Eiichi Osawa
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