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Part I: Advanced Tutorials -- Supporting Time-Critical Decision Making with Real Time Simulations -- Metamodel-based Robust Simulation-Optimization: An Overview -- Simulation-Based Modelling of a Stochastic Equilibrium -- Part II: Uncertainty Management Using Sequential Parameter Optimization --...
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This paper develops tools for analyzing properties of stochastic objective functions which take the form (formula). The paper analyzes the relationship between properties of the primitive functions, such as utility functions u and probability distributions F, and properties of the stochastic...
Persistent link: https://www.econbiz.de/10014046784
In this paper we present the algorithmic framework and practical aspects of implementing a parallel version of a primal-dual semidefinite programming solver on a distributed memory computer cluster. Our implementation is based on the CSDP solver and uses a message passing interface (MPI), and...
Persistent link: https://www.econbiz.de/10014050442
Clarke & Wright algorithm is a well-known algorithm for Vehicle Routing Problem (VRP). Using this algorithm one can find the best possible route for fleet allocation and movement by calculating distances from the home position to all points; distances between points; and then calculating the...
Persistent link: https://www.econbiz.de/10014195848
Express service carriers provide time-guaranteed deliveries of parcels via a network consisting of nodes and hubs. In this, nodes take care of the collection and delivery of parcels, and hubs have the function to consolidate parcels in between the nodes. The tactical network design problem...
Persistent link: https://www.econbiz.de/10014202580
We address the problem of scheduling a multiclass "M/M/m" queue with Bernoulli feedback on "m" parallel servers to minimize time-average linear holding costs. We analyze the performance of a heuristic priority-index rule, which extends Klimov's optimal solution to the single-server case: servers...
Persistent link: https://www.econbiz.de/10014159152
We consider the n-player houseswapping game of Shapley-Scarf (1974), with indfferences in preferences allowed. It is well-known that the strict core of such a game may be empty, single-valued, or multi-valued. We define a condition on such games called "segmentability", which means that the set...
Persistent link: https://www.econbiz.de/10014084462