Similar Search Results

Simulation modeling and optimization of competitive electricity markets and stochastic fluid systems

Özdemir, Özge - 2013

manufacturing flow control system. Our simulation-based method allows solving large scale systems that are considered very difficult …

Persistent link: https://www.econbiz.de/10009732948

Global optimization for black-box simulation via sequential intrinsic kriging

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014

Persistent link: https://www.econbiz.de/10011284535

A comparison of biased simulation schemes for stochastic volatility models

Lord, Roger; Koekkoek, Remmert; Dijk, Dick van - 2006

Persistent link: https://www.econbiz.de/10003332143

Tools for computational finance

Seydel, Rüdiger - 2006 - 3. ed.

Persistent link: https://www.econbiz.de/10003301721

A stochastic approximation method to compute bid prices in network revenue management problems

Topaloğlu, Hüseyin - In: INFORMS journal on computing : JOC 20 (2008) 4, pp. 596-610

Persistent link: https://www.econbiz.de/10003772392

Stochastic key sector analysis : an application to a regional input-output framework

Beynon, Malcolm J.; Munday, Max - In: The annals of regional science : an international … 42 (2008) 4, pp. 863-877

Persistent link: https://www.econbiz.de/10003772974

Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - 2008

Persistent link: https://www.econbiz.de/10003798283

Tools for computational finance

Seydel, Rüdiger - 2009 - 4. ed.

Persistent link: https://www.econbiz.de/10003801677

Stochastic frontier analysis by means of maximum likelihood and the method of moments

Behr, Andreas (contributor); Tente, Sebastian (contributor) - 2008

of the parametric assumptions. But simulation results obtained for the half normal model indicate that a method of … not strongly dominating noise (Coelli, 1995). In this paper we provide detailed simulation results comparing the two … estimation approaches for both the half-normal and the exponential approach to inefficiency. Based on the simulation results we …

Persistent link: https://www.econbiz.de/10003794513

Model for cost estimation in a finite-capacity stochastic environment based on shop floor optimization combined with simulation

Eklin, Mark; Arzi, Yohanan; Shtub, Avraham - In: European journal of operational research : EJOR 194 (2009) 1, pp. 294-306

Persistent link: https://www.econbiz.de/10003835465