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Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin; Hong, L. Jeff - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
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Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments
Okhrin, Ostap; Rockinger, Michael; Schmid, Manuel - In: The journal of computational finance 26 (2022) 2, pp. 1-52
Persistent link: https://www.econbiz.de/10013549657
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Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
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Creditworthiness dynamics and Hidden Markov Models
Quirini, L.; Vannucci, L. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 323-330
Persistent link: https://www.econbiz.de/10010251710
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Correlation among tardiness-based measures for scheduling using priority dispatching rules
Mebarki, Nasser; Shahzad, Atif - In: International journal of production research 51 (2013) 12, pp. 3688-3697
Persistent link: https://www.econbiz.de/10009775723
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Optimal production control policy in unreliable batch processing manufacturing systems with transportation delay
Bouslah, B.; Gharbi, A.; Pellerin, R.; Hajji, A. - In: International journal of production research 51 (2013) 1, pp. 264-280
Persistent link: https://www.econbiz.de/10009700307
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Analysing optimum push/pull junction point location using multiple criteria decision-making for multistage stochastic production system
Lu, Jiunn Chenn; Yang, Taho; Su, Chao-ton - In: International journal of production research 50 (2012) 19, pp. 5523-5537
Persistent link: https://www.econbiz.de/10009667993
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The salvo combat model with a sequential exchange of fire
Armstrong, Michael J. - In: Journal of the Operational Research Society : OR 65 (2014) 10, pp. 1593-1601
Persistent link: https://www.econbiz.de/10010416646