Keyword: simulation

Found 2961 papers in total
A Backward Sampling Framework for Interdiction Problems with Fortification
A Backward Sampling Framework for Interdiction Problems with Fortification
2017,
This paper examines a class of three‐stage sequential...
Modeling Multimodal Continuous Heterogeneity in Conjoint Analysis–A Sparse Learning Approach
Modeling Multimodal Continuous Heterogeneity in Conjoint Analysis–A Sparse Learning Approach
2017,
Consumers’ preferences can often be represented using a multimodal continuous...
The Determinants and Impact of Executive-Firm Matches
The Determinants and Impact of Executive-Firm Matches
2017,
I estimate a model of executive‐firm matching, in which both components of the...
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
2017,
This study formulates portfolio analysis in terms of stochastic dominance, relative...
Product Policy in Markets with Word-of-Mouth Communication
Product Policy in Markets with Word-of-Mouth Communication
2017,
We investigate the equilibrium relationship between product quality and...
Newsvendor Mergers
Newsvendor Mergers
2017,
This paper studies a merger between price‐setting newsvendors in an...
Corporate Governance, Accounting Conservatism, and Manipulation
Corporate Governance, Accounting Conservatism, and Manipulation
2017,
We develop a model to analyze how board governance affects firms’ financial...
Mitigating Delays and Unfairness in Appointment Systems
Mitigating Delays and Unfairness in Appointment Systems
2017,
We consider an appointment system where heterogeneous participants are sequenced and...
Robust Control of Partially Observable Failing Systems
Robust Control of Partially Observable Failing Systems
2016,
This paper is concerned with optimal maintenance decision making in the presence of...
New Formulations for the Conflict Resolution Problem in the Scheduling of Television Commercials
New Formulations for the Conflict Resolution Problem in the Scheduling of Television Commercials
2016,
We consider the conflict‐resolution problem arising in the allocation of...
Modeling Load and Overwork Effects in Queueing Systems with Adaptive Service Rates
Modeling Load and Overwork Effects in Queueing Systems with Adaptive Service Rates
2016,
Servers in many real queueing systems do not work at a constant speed. They adapt to...
Unemployment Risks and Optimal Retirement in an Incomplete Market
Unemployment Risks and Optimal Retirement in an Incomplete Market
2016,
We develop a new approach for solving the optimal retirement problem for an individual...
Routing and Staffing When Servers Are Strategic
Routing and Staffing When Servers Are Strategic
2016,
Traditionally, research focusing on the design of routing and staffing policies for...
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access
2016,
Dynamic spectrum access is a new paradigm of secondary spectrum utilization and...
Tax-Aware Dynamic Asset Allocation
Tax-Aware Dynamic Asset Allocation
2016,
We consider dynamic asset allocation problems where the agent is required to pay...
Efficient Advert Assignment
Efficient Advert Assignment
2016,
We develop a framework for the analysis of large‐scale ad auctions where...
Fare Evasion in Transit Networks
Fare Evasion in Transit Networks
2017,
Public transit systems in major urban areas usually operate under deficits and...
The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies
The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies
2017,
In this paper we describe the Traveler’s Route Choice Problem (TRCP). This is...
Scenario Discovery with Multiple Criteria: An Evaluation of the Robust Decision-Making Framework for Climate Change Adaptation
Scenario Discovery with Multiple Criteria: An Evaluation of the Robust Decision-Making Framework for Climate Change Adaptation
2016,
There is increasing concern over deep uncertainty in the risk analysis field as...
Defender‐Attacker Decision Tree Analysis to Combat Terrorism
Defender‐Attacker Decision Tree Analysis to Combat Terrorism
2016,
We propose a methodology, called defender–attacker decision tree analysis, to...
Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks
Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks
2017,
Based on the concept of ‘decomposition and ensemble’, a novel ensemble...
Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis
Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis
2017,
Interest in online auctions has been growing in recent years. There is an extensive...
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model
2017,
Recent multivariate extensions of the popular heterogeneous autoregressive model (HAR)...
Stochastic Multivariate Mixture Covariance Model
Stochastic Multivariate Mixture Covariance Model
2017,
Stochastic covariance models have been explored in recent research to model the...
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