This paper considers investors who are looking to maximize their probability of remaining solvent throughout their lifetime by using an algorithm that aims to optimize their investment allocation strategy and optimize their tax strategy for withdrawal allocations between tax deferred accounts...

A software tool using standard and special interval arithmetic operations together with an idea which is developed in the discrete stochastic arithmetic (DSA) approach for round-off error evaluation is proposed in this paper for a statistical computation of functional ranges. The CESTAC method...

We describe a class of adaptive algorithms for approximating the global minimum of a function defined on a compact subset of Rd. The algorithms are adaptive versions of Monte Carlo search and use a memory of a fixed number of past observations. By choosing a large enough memory, the convergence...

The basic concepts of system Engineering are briefly described. The general problem is outlined as that of a `particle' moving in a phase space of states and time. It is shown that this general view leads to a transport equation underlying the behavior of systems. The transport equation is...

In this paper, a non-analog Monte Carlo methodology is applied to the transport of radionuclide chains in a geological medium. A Monte Carlo simulation is first constructed from an integral equation for the concentration of one radionuclide. This integral equation depends on the solution of an...

Two methods of calculating reactivity effects due to small changes in reactor configurations have been implemented in MCNP4A. The pseudo-correlated sampling method makes use of the correlation of particle tracks in problems with well localized perturbations. The true correlated sampling method...

In Monte Carlo particle transport studies, one is often interested in the estimation of the average particle flux in a given volume. The average particle flux in a volume and the volume-integrated particle flux are examples for what is called cell tallies in this paper. Estimation of cell...