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WSC
2007
15 years 7 months ago
Estimating tranche spreads by loss process simulation
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
Kay Giesecke, Baeho Kim
WSC
2007
15 years 7 months ago
A toolbox for simulation-based optimization of supply chains
In this paper we present a general framework for simulating and optimizing the operational decisions in a supply chain network. We developed a supply chain network library for the...
Christian Almeder, Margaretha Preusser
WSC
2008
15 years 7 months ago
Unifying simulation and optimization of strategic sourcing and transportation
Proposed and developed is a framework and an extensible library of simulation modeling components for strategic sourcing and transportation. The components include items, supplier...
Malak Al-Nory, Alexander Brodsky
GECCO
2010
Springer
180views Optimization» more  GECCO 2010»
15 years 7 months ago
Coevolution of heterogeneous multi-robot teams
Evolving multiple robots so that each robot acting independently can contribute to the maximization of a system level objective presents significant scientific challenges. For e...
Matt Knudson, Kagan Tumer
ASIAMS
2008
IEEE
15 years 7 months ago
Modeling Group Decision-Making for Collaborative Teams in Enterprises
Multicriteria analysis can be incorporated as a method to model preferences and facilitate decision making within a group of decision makers. In this paper we present a Group Deci...
George Rigopoulos, Nikolaos V. Karadimas, Alessand...