We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Selecting an optimum maintenance policy independent of other parameters of the production system does not always yield the overall optimum operating conditions. For instance, high...
We discuss some basic techniques for modeling dependence between the random variables that are inputs to a simulation model, with the main emphasis being continuous bivariate dist...
This paper presents research that led to the design and implementation of fast and interactive collision detection methods that can be used to identify and report undesirable conï¬...
In this paper, we present a probabilistic simulation technique to estimate the power consumption of a cmos circuit under a general delay model. This technique is based on the noti...