Keyword: simulation

Found 2961 papers in total
Cumulative weighting optimization
Cumulative weighting optimization
2016,
Global optimization problems with limited structure (e.g., convexity or...
Dynamic Programming for Mean-Field Type Control
Dynamic Programming for Mean-Field Type Control
2016,
We investigate a model problem for optimal resource management. The problem is a...
Generalized Stabilizing Conditions for Model Predictive Control
Generalized Stabilizing Conditions for Model Predictive Control
2016,
This note addresses the tracking problem for model predictive control. It presents...
A review of Burke’s theorem for Brownian motion
A review of Burke’s theorem for Brownian motion
2016,
Burke’s theorem is a well‐known fundamental result in queueing theory,...
A two-queue polling model with priority on one queue and heavy-tailed On/Off sources: a heavy-traffic limit
A two-queue polling model with priority on one queue and heavy-tailed On/Off sources: a heavy-traffic limit
2016,
We consider a single‐server polling system consisting of two queues of fluid...
The roles of coupling and the deviation matrix in determining the value of capacity in M/M/1/C queues
The roles of coupling and the deviation matrix in determining the value of capacity in M/M/1/C queues
2016,
In an M / M /1/ C queue, customers are lost when they arrive to find C customers...
Balancing efficiency and equity in location-allocation models with an application to strategic EMS design
Balancing efficiency and equity in location-allocation models with an application to strategic EMS design
2016,
This paper presents an integrated location‐allocation model balancing...
Model predictive control of blood sugar in patients with type-1 diabetes
Model predictive control of blood sugar in patients with type-1 diabetes
2016,
In this article, two adaptive model predictive controllers (AMPC) are applied to...
A feasibility study of sliding mode predictive control for greenhouses
A feasibility study of sliding mode predictive control for greenhouses
2016,
In this work, the feasibility of applying a Sliding Mode Predictive Controller (SMPC)...
Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach
Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach
2016,
In this paper, we provide a novel way to estimate the out‐of‐sample...
Forecasting Elections
Forecasting Elections
2016,
In this paper we assess opinion polls, prediction markets, expert opinion and...
Backtesting Aggregate Risk
Backtesting Aggregate Risk
2016,
This paper proposes the implementation of a VaR backtesting procedure able to overcome...
Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
2016,
This study extends the affine dynamic Nelson–Siegel model for the inclusion of...
Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas
Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas
2016,
This paper investigates the implications of time‐varying betas in factor models...
Modeling Realized Volatility Dynamics with a Genetic Algorithm
Modeling Realized Volatility Dynamics with a Genetic Algorithm
2016,
The heterogeneous autoregressive model of realized volatility (HAR‐RV) is...
Bayesian Analysis of a Threshold Stochastic Volatility Model
Bayesian Analysis of a Threshold Stochastic Volatility Model
2016,
This paper proposes a parsimonious threshold stochastic volatility (SV) model for...
Multiple Hypothesis Testing of Market Risk Forecasting Models
Multiple Hypothesis Testing of Market Risk Forecasting Models
2016,
Extending previous risk model backtesting literature, we construct multiple hypothesis...
A strategic model for state compliance verification
A strategic model for state compliance verification
2016,
The theory of directed graphs and noncooperative games is applied to the problem of...
Approximations for heavily loaded G/GI/n + GI queues
Approximations for heavily loaded G/GI/n + GI queues
2016,
Motivated by applications to service systems, we develop simple engineering...
Validation of a strategy for harbor defense based on the use of a min-max algorithm receding horizon control law
Validation of a strategy for harbor defense based on the use of a min-max algorithm receding horizon control law
2016,
We present a validation of a centralized feedback control law for robotic or partially...
Inventory Sharing in the Presence of Commodity Markets
Inventory Sharing in the Presence of Commodity Markets
2016,
This study investigates the value of inventory sharing in the presence of spot and...
Dual Sourcing Under Random Supply Capacities: The Role of the Slow Supplier
Dual Sourcing Under Random Supply Capacities: The Role of the Slow Supplier
2016,
Sourcing from multiple suppliers with different characteristics is common in practice...
Designing Supply Contracts Considering Profit Targets and Risk
Designing Supply Contracts Considering Profit Targets and Risk
2016,
Managers at all stages of a supply chain are concerned about meeting profit targets....
Cross-Training with Imperfect Training Schemes
Cross-Training with Imperfect Training Schemes
2016,
Cross‐training workers is one of the most efficient ways of achieving...
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