754 search results - page 2 / 151 » Allocation of simulation runs for simulation optimization |
WSC
2008
13 years 7 months ago
2008
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...
ISCA
2011
IEEE
12 years 8 months ago
2011
IEEE
Optimizing the performance of a multi-core microprocessor within a power budget has recently received a lot of attention. However, most existing solutions are centralized and cann...
WSC
1998
13 years 6 months ago
1998
We have taken a NIST molecular dynamics simulation program (md3), which was configured as a single sequential process running on a CRAY C90 vector supercomputer, and parallelized ...
WSC
1997
13 years 6 months ago
1997
This paper deals with ranking and selection problem via simulation. We present an optimal computing budget allocation technique which can select the best of k simulated designs. T...
DEDS
2000
13 years 4 months ago
2000
Abstract. Ordinal Optimization has emerged as an efficient technique for simulation and optimization. Exponential convergence rates can be achieved in many cases. In this paper, we...