This tutorial will focus on several new real-world applications that have been developed using an integrated set of methods, including Tabu Search, Scatter Search, Mixed Integer P...
Jay April, Marco Better, Fred Glover, James P. Kel...
Scalability and input domain explosion make it impossible to exhaustively test simulation systems. Improved methods such as statistical usage testing are needed to provide quantit...
Gwendolyn H. Walton, Robert M. Patton, Douglas J. ...
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of thi...
We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for th...
In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...