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» Monte Carlo simulation approach to stochastic programming
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DAC
2000
ACM
16 years 7 months ago
Practical iterated fill synthesis for CMP uniformity
We propose practical iterated methods for layout density control for CMP uniformity, based on linear programming, Monte-Carlo and greedy algorithms. We experimentally study the tr...
Yu Chen, Andrew B. Kahng, Gabriel Robins, Alexande...
CCE
2006
15 years 6 months ago
An efficient algorithm for large scale stochastic nonlinear programming problems
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Y. Shastri, Urmila M. Diwekar
DAC
2005
ACM
15 years 8 months ago
Power grid simulation via efficient sampling-based sensitivity analysis and hierarchical symbolic relaxation
On-chip supply networks are playing an increasingly important role for modern nanometer-scale designs. However, the ever growing sizes of power grids make the analysis problem ext...
Peng Li
WSC
2008
15 years 8 months ago
Valuation of variable annuity contracts with cliquet options in Asia markets
Variable annuities are very appealing to the investor. For example, in United States, sales volume on variable annuities grew to a record 184 billion in calendar year 2006. Howeve...
Ming-hua Hsieh
WSC
1997
15 years 7 months ago
Selecting the Best System: A Decision-Theoretic Approach
The problem of selecting the best system from a finite set of alternatives is considered from a Bayesian decision-theoretic perspective. The framework presented is quite general,...
Stephen E. Chick