In this paper we present SR-1, a simulation-based heuristic algorithm for the Capacitated Vehicle Routing Problem (CVRP). Given a CVRP instance, SR-1 uses an initial "good so...
Javier Faulin, Miquel Gilibert, Angel A. Juan, Xav...
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
US military forces now face asymmetric military operations. Management of relationships with civilians is often crucial to success. Local population groups can provide critical in...
Scheduling is one of the key factors for semiconductor fabrication productivity. Objectives like lot cycle time and throughput must be optimized to push the technological developm...
Andreas Klemmt, Sven Horn, Gerald Weigert, Thomas ...