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WSC
2007
15 years 7 months ago
Rare-event simulation for a multidimensional random walk with t distributed increments
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Jose H. Blanchet, Jingchen Liu
WSC
2007
15 years 7 months ago
Comparing simulation alternatives based on quality expectations
Computed Tomography (CT) is one of the fastest growing diagnostic imaging procedures. Rapid advances in imaging technologies in conjunction with their widening adoption are some o...
Joshua Bosire, Shengyong Wang, Tejas Gandhi, Krish...
WSC
2007
15 years 7 months ago
An approach to hospital planning and design using discrete event simulation
Recent reports have established the need for change in the US health system. Building projects can play an important role in enabling change to support organizational objectives. ...
Ian W. Gibson
WSC
2007
15 years 7 months ago
Simulation of scheduled ordering policies in distribution supply chains
In this paper we study a decentralized distribution supply chain with one supplier and many newsvendor-type retailers that face exogenous end-customer demands. Using total supply ...
Lucy G. Chen, Srinagesh Gavirneni
WSC
2007
15 years 7 months ago
Transformations for accelerating MCMC simulations with broken ergodicity
A new approach for overcoming broken ergodicity in Markov Chain Monte Carlo (MCMC) simulations of complex systems is described. The problem of broken ergodicity is often present i...
Mark Fleischer