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» On Using Monte Carlo Methods for Scheduling
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WSC
2004
13 years 5 months ago
On Using Monte Carlo Methods for Scheduling
Monte Carlo techniques have long been used (since Buffon's experiment to approximate the value of by tossing a needle onto striped paper) to analyze phenomena which, due to ...
Samarn Chantaravarapan, Ali K. Gunal, Edward J. Wi...
WSC
2004
13 years 5 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
SEAL
2010
Springer
13 years 2 months ago
Generating Sequential Space-Filling Designs Using Genetic Algorithms and Monte Carlo Methods
In this paper, the authors compare a Monte Carlo method and an optimization-based approach using genetic algorithms for sequentially generating space-filling experimental designs....
Karel Crombecq, Tom Dhaene
CEC
2007
IEEE
13 years 10 months ago
Experiments with Monte Carlo Othello
— In this paper, we report on our experiments with using Monte Carlo simulation (specifically the UCT algorithm) as the basis for an Othello playing program. Monte Carlo methods ...
Philip Hingston, Martin Masek