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» Simulation Optimization Research and Development
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WSC
2007
14 years 12 months ago
Kriging metamodeling in constrained simulation optimization: an explorative study
This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
69
Voted
WSC
2007
14 years 12 months ago
The optimizing-simulator: merging simulation and optimization using approximate dynamic programming
There has long been a competition between simulation and optimization in the modeling of problems in transportation and logistics, machine scheduling and similar highdimensional p...
Warren B. Powell
78
Voted
WSC
2007
14 years 12 months ago
Construction noise prediction and barrier optimization using special purpose simulation
Construction projects produce serious environmental pollution and great annoyance to the neighbouring community due to construction noise. This paper presents an application of th...
Anupama Gannoruwa, Janaka Y. Ruwanpura
ADBIS
2007
Springer
110views Database» more  ADBIS 2007»
15 years 3 months ago
Design of Web Agents Inspired by Brain Research
The paper presents an approach to combine knowledge from memory and brain sciences with information retrieval research in the design of Web agents. An information retrieval agent f...
Maya Dimitrova, Hiroaki Wagatsuma, Yoko Yamaguchi
ANOR
2010
123views more  ANOR 2010»
14 years 9 months ago
Robust portfolios: contributions from operations research and finance
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
Frank J. Fabozzi, Dashan Huang, Guofu Zhou