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WSC
2000
15 years 8 months ago
On simulation model complexity
Nowadays the size and complexity of models is growing more and more, forcing modelers to face some problems that they were not accustomed to. Before trying to study ways to deal w...
Leonardo Chwif, Marcos Ribeiro Pereira Barretto, R...
WSC
1997
15 years 8 months ago
Efficient Simulation of Multiclass Queueing Networks
General multiclass queueing systems are extremely difficult to analyze. A great deal of effort has been devoted to examining the question of stability and performance of such net...
Shane G. Henderson, Sean P. Meyn
COLING
1996
15 years 8 months ago
Top-Down Predictive Linking and Complex-Feature-Based Formalisms
Automatic compilation of the linking relation employed in certain parsing algorithms for context-free languages is examined. Special problems arise in the extension of these algor...
James Kilbury
131
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ANOR
2010
106views more  ANOR 2010»
15 years 6 months ago
An ALM model for pension funds using integrated chance constraints
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recou...
Willem K. Klein Haneveld, Matthijs H. Streutker, M...
CORR
2006
Springer
161views Education» more  CORR 2006»
15 years 6 months ago
Consensus Propagation
We propose consensus propagation, an asynchronous distributed protocol for averaging numbers across a network. We establish convergence, characterize the convergence rate for regul...
Ciamac Cyrus Moallemi, Benjamin Van Roy