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» Simulation Modeling and Optimization using ProModel
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124
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ESTIMEDIA
2008
Springer
15 years 2 months ago
Performance analysis of reconfiguration in adaptive real-time streaming applications
We propose a design optimization framework for adaptive real-time streaming applications. The main contribution is a hybrid approach for performance analysis combining formal anal...
Jun Zhu, Ingo Sander, Axel Jantsch
158
Voted
IFIP13
2004
15 years 2 months ago
A Sampling Model to Ascertain Automation-Induced Complacency in Multi-Task Environments
: This article discusses the development of a model that defines the optimal sampling behaviour of operators in a multi-task flight simulation, where one of the tasks is automated....
Nasrine Bagheri, Greg A. Jamieson
110
Voted
WSC
2007
15 years 3 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
99
Voted
WSC
2007
15 years 3 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
94
Voted
WSC
2001
15 years 2 months ago
Stochastic modeling of airlift operations
Large-scale military deployments require transporting equipment and personnel over long distances in a short time. Planning an efficient airlift system is complicated and several ...
Julien Granger, Ananth Krishnamurthy, Stephen M. R...