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...
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...
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 ...
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...
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...