Henderson Shane G.

Shane G. Henderson

Information about the author Shane G. Henderson will soon be added to the site.
Found 10 papers in total
Convergence in probability of compressed annealing
2004
We consider combinatorial optimization problems for which the formation of a...
Convergence of simulation-based policy iteration
2003
Simulation-based policy iteration (SBPI) is a modification of the policy iteration...
Call center staffing with simulation and cutting plane methods
2004
We present an iterative cutting plane method for minimizing staffing costs in a...
Computing densities for Markov chains via simulation
2001
We introduce a new class of density estimators, termed look-ahead density estimators,...
Estimation for nonhomogeneous Poisson processes from aggregated data
2003
A well-known heuristic for estimating the rate function or cumulative rate function of...
Approximating martingales for variance reduction in Markov process simulation
2002
‘Knowledge of either analytical or numerical approximations should enable more...
Nonexistence of a class of variate generation schemes
2003
Motivated by a problem arising in the regenerative analysis of discrete-event system...
Chessboard distributions and random vectors with specified marginals and covariance matrix
2002
There is a growing need for the ability to specify and generate correlated random...
Two issues in setting call centre staffing levels
2001
Motivated by a problem facing the Police Communication Centre in Auckland, New...
Derandomizing variance estimators
1999
One may consider a discrete-event simulation as a Markov chain evolving on a suitably...
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