Sciweavers

296 search results - page 10 / 60
» wsc 2008
Sort
View
WSC
2008
15 years 12 days ago
Monte Carlo and discrete-event simulations in C and R
The Monte Carlo and discrete-event simulation code associated with the Simulation 101 pre-conference workshop (offered at the 2006, 2007, and 2008 Winter Simulation Conferences) i...
Barry Lawson, Lawrence Mark Leemis
WSC
2008
15 years 12 days ago
Embedding human scheduling in a steel plant simulation
A simulation was commissioned to understand the interactions that constrain the capacity of a steel plant. The aim was for this to become a reusable tool that could evaluate the e...
David Briggs
WSC
2008
15 years 12 days ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
WSC
2008
15 years 12 days ago
Constructing business simulations with service patterns
Typically, system dynamics-based simulations of business processes are constructed in an ad hoc manner, with a modeler creating low-level components and defining interrelationship...
Richard B. Lam
WSC
2008
15 years 12 days ago
Evaluating the transient behavior of queueing systems via simulation and transfer function modeling
Characterizing the transient behavior of queueing systems is a difficult problem, which has been addressed by either simplified analytical models or simulation. We seek to capture...
Jingang Liu, Feng Yang