42 search results - page 1 / 9 » New Development of Optimal Computing Budget Allocation for D... |
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...
WSC
2008
13 years 7 months ago
2008
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...
PARA
2004
Springer
13 years 10 months ago
2004
Springer
Abstract. The traditional technique to simulate physical systems modeled by partial differential equations is by means of a time-stepped methodology where the state of the system ...
DAC
2005
ACM
13 years 7 months ago
2005
ACM
This paper proposes a fast decoupling capacitance (decap) allocation and budgeting algorithm for both early stage decap estimation and later stage decap minimization in today’s ...
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...