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A simulation optimization approach to long-term care capacity planning
Zhang, Yue; Puterman, Martin L.; Nelson, Matthew; … - In: Operations research 60 (2012) 2, pp. 249-261
Persistent link: https://www.econbiz.de/10009558586
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Efficient simulation of value at risk with heavy-tailed risk factors
Fuh, Cheng-der; Hu, Inchi; Hsu, Ya-hui; Wang, Ren-her - In: Operations research 59 (2011) 6, pp. 1395-1406
Persistent link: https://www.econbiz.de/10009487167
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Risk estimation via regression
Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Operations research 63 (2015) 5, pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
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Penalty function with memory for discrete optimization via simulation with stochastic constraints
Park, Chuljin; Kim, Seong-Hee - In: Operations research 63 (2015) 5, pp. 1195-1212
Persistent link: https://www.econbiz.de/10011397825
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Simulating risk contributions of credit portfolios
Liu, Guangwu - In: Operations research 63 (2015) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10010519509
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Sequential selection with unknown correlation structures
Qu, Huashuai; Ryzhov, Ilya O.; Fu, Michael; Ding, Zi - In: Operations research 63 (2015) 4, pp. 931-948
Persistent link: https://www.econbiz.de/10011313170
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On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin; Fu, Michael - In: Operations research 63 (2015) 2, pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
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American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan; Liu, Yanchu - In: Operations research 62 (2014) 3, pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
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Modeling passenger travel and delays in the National Air Transportation System
Barnhart, Cynthia; Fearing, Douglas; Vaze, Vikrant - In: Operations research 62 (2014) 3, pp. 580-601
Persistent link: https://www.econbiz.de/10010381849
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Handling discontinuities in financial engineering : good path simulation and smoothing
Wang, Xiaoqun - In: Operations research 64 (2016) 2, pp. 297-314
Persistent link: https://www.econbiz.de/10011485479