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WSC
2008
15 years 6 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
137
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WSC
2008
15 years 6 months ago
A simulation based approach for dock allocation in a food distribution center
This research endeavor focused on the warehouse receiving process at a large food distribution center, which comprises of trucks with goods reaching the destination warehouse, unl...
Balagopal Gopakumar, Suvarna Sundaram, Shengyong W...
WSC
2008
15 years 6 months ago
Simulation based optimization of multi-location transshipment problem with capacitated transportation
In this study, a single-item two-echelon inventory system where the items can be stored in each of N stocking locations is optimized using simulation. The aim of this study is to ...
Banu Yetkin Ekren, Sunderesh S. Heragu
WSC
2008
15 years 6 months ago
Agent-based modeling and simulation: ABMS examples
Agent-based modeling and simulation (ABMS) is a new approach to modeling systems comprised of autonomous, interacting agents. ABMS promises to have far-reaching effects on the way...
Charles M. Macal, Michael J. North
WSC
2008
15 years 6 months ago
Modelling and simulation of team effectiveness emerged from member-task interaction
A team's task process consists of allocation, processing and evaluation of a series of tasks. Team effectiveness emerges from interactions among team members. The interaction...
Shengping Dong, Bin Hu, Jiang Wu