We consider the problem of selecting the best system using simulation-based ordinal optimization. This problem has been studied mostly in the context of light-tailed distributions...
We present a single-stage multiple-comparison procedure for comparing parameters of independent systems, where the parameters are not necessarily means or steady-state means. We a...
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal li...
This presentation follows up the talk last year to WINFORMS (The Washington Institute for Operations Research and The Management Sciences) in which an approach developed for the a...
In this paper we attempt to answer two questions: (1) Why should we be interested in the security of control systems? And (2) What are the new and fundamentally different requirem...