We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
Abstract- Monte Carlo simulations have been successfully used in classic turn–based games such as backgammon, bridge, poker, and Scrabble. In this paper, we apply the ideas to th...
This paper presents a statistic-based approach for evaluating the testability of nodes in combinational circuits. This testability measurement is obtained via Monte Carlo simulati...
In multitarget scenarios, kinematic constraints from the interaction of targets with their environment or other targets can restrict target motion. Such motion constraint informati...
Ioannis Kyriakides, Darryl Morrell, Antonia Papand...