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policies on ecological and economic criteria. Optimization augmented the usefulness of the approach, suggesting that income …
Persistent link: https://www.econbiz.de/10009191393
global warming policies. Because there are typically profound uncertainties in these models, a simulation approach is often …>This paper was accepted by Dimitris Bertsimas, optimization.</i> …
Persistent link: https://www.econbiz.de/10010990516
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> …
Persistent link: https://www.econbiz.de/10010990537
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> …
Persistent link: https://www.econbiz.de/10010990579
simulation experiment. We also show how different definitions of the sample space yield different variants of the LR method, some …
Persistent link: https://www.econbiz.de/10009209050
the problem of using simulation to estimate the number of transitions it takes the process to enter \scr{A}. Using …
Persistent link: https://www.econbiz.de/10009209093
In a discrete-event simulation, the information related to the events scheduled to occur in the future is kept in a …
Persistent link: https://www.econbiz.de/10009209109
approach to simulate comparative solutions for specific contracts under different parametric settings. Through a simulation …
Persistent link: https://www.econbiz.de/10009209156
We present a general recipe for constructing experiment design and analysis procedures that simultaneously provide indifference-zone selection and multiple-comparison inference for choosing the best among k simulated systems. We then exhibit two such procedures that exploit the...
Persistent link: https://www.econbiz.de/10009209251
stochastic constrained optimization model is developed for a multi-species fishery that sets the seasonal catch by species, by … sources of uncertainty as catch per species, catch per unit of effort, weather, and markets by a computer simulation procedure …
Persistent link: https://www.econbiz.de/10009209280