We study self-interested routing in stochastic networks, taking into account the discrete stochastic dynamics of such … from self-interested routing and achieves a Nash equilibrium with performance comparable to the first-best solution. …

In this paper we consider the daily aircraft routing and scheduling problem (DARSP). It consists of determining daily …

global warming policies. Because there are typically profound uncertainties in these models, a simulation approach is often …

portfolios of credit-sensitive assets such as loans and corporate bonds. Monte Carlo simulation is an important tool for … performing computations in these models. This paper develops, analyzes, and evaluates two simulation algorithms for intensity … Zeevi, stochastic models and simulation.</i> …

Sequential sampling problems arise in stochastic simulation and many other applications. Sampling is used to infer the …, as is common in the literature. <i>This paper was accepted by Assaf Zeevi, stochastic models and simulation.</i> …

simulation experiment. We also show how different definitions of the sample space yield different variants of the LR method, some …

the problem of using simulation to estimate the number of transitions it takes the process to enter \scr{A}. Using …

In a discrete-event simulation, the information related to the events scheduled to occur in the future is kept in a …

approach to simulate comparative solutions for specific contracts under different parametric settings. Through a simulation …