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125
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WSC
2001
15 years 5 months ago
Global random optimization by simultaneous perturbation stochastic approximation
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
John L. Maryak, Daniel C. Chin
WSC
1998
15 years 5 months ago
A Parametric Version of Jackknife-after-Bootstrap
In this paper, we investigate the problem of deriving precision estimates for bootstrap quantities within parametric families. Efron's [1992] jackknife-after-bootstrap is a s...
Jin Wang
WSC
2000
15 years 5 months ago
Generating "dependent" quasi-random numbers
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
Shane G. Henderson, Belinda A. Chiera, Roger M. Co...
170
Voted
WSC
1997
15 years 5 months ago
Comparison of Monte Carlo and Deterministic Methods for Non-Adaptive Optimization
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
Hisham A. Al-Mharmah, James M. Calvin
WSC
1996
15 years 5 months ago
Enterprise Modeling within an Enterprise Engineering Framework
of abstraction, or modeling, is a major element in Enterprise Engineering. Enterprise engineering deals with the analysis, design, implementation and operation of an enterprise. T...
Donald H. Liles, Adrien Presley