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» Monte Carlo simulation approach to stochastic programming
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ICCS
2001
Springer
15 years 1 months ago
On the Use of Quasi-Monte Carlo Methods in Computational Finance
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...
Christiane Lemieux, Pierre L'Ecuyer
WSC
2007
14 years 11 months ago
Monte Carlo methods in the physical sciences
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...
Malvin H. Kalos
CIG
2005
IEEE
14 years 11 months ago
Monte Carlo Planning in RTS Games
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...
Michael Chung, Michael Buro, Jonathan Schaeffer
ISQED
2008
IEEE
85views Hardware» more  ISQED 2008»
15 years 3 months ago
A Statistic-Based Approach to Testability Analysis
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...
Chuang-Chi Chiou, Chun-Yao Wang, Yung-Chih Chen
TSP
2008
157views more  TSP 2008»
14 years 9 months ago
Sequential Monte Carlo Methods for Tracking Multiple Targets With Deterministic and Stochastic Constraints
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...