In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...
This paper reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, it focuses on the problems of choosing initial conditi...
This paper considers the development of envelope methods as a tool for simulation. Envelope methods are based on the construction of simple envelopes to functions. The proposed en...
An investigation is underway regarding technologies to support the design, development and use of distributed, web-based simulations. As part of this investigation the Simjava sim...
Ernest H. Page, Robert L. Moose Jr., Sean P. Griff...
We describe the application of simulation analysis to a complex operational problem involving scheduling, sequencing, and material-handling decisions. The manufacturing process un...