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WSC
2001
15 years 8 months ago
Global random optimization by simultaneous perturbation stochastic approximation
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
John L. Maryak, Daniel C. Chin
WSC
1998
15 years 8 months ago
A Parametric Version of Jackknife-after-Bootstrap
In this paper, we investigate the problem of deriving precision estimates for bootstrap quantities within parametric families. Efron's [1992] jackknife-after-bootstrap is a s...
Jin Wang
WSC
2000
15 years 8 months ago
Generating "dependent" quasi-random numbers
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
Shane G. Henderson, Belinda A. Chiera, Roger M. Co...
WSC
1997
15 years 8 months ago
Comparison of Monte Carlo and Deterministic Methods for Non-Adaptive Optimization
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
Hisham A. Al-Mharmah, James M. Calvin
WSC
1996
15 years 8 months ago
Enterprise Modeling within an Enterprise Engineering Framework
of abstraction, or modeling, is a major element in Enterprise Engineering. Enterprise engineering deals with the analysis, design, implementation and operation of an enterprise. T...
Donald H. Liles, Adrien Presley