Analytics with digital-twinning: A decision support system for maintaining a resilient port
In this paper, a Decision Support System (DSS) with digital twinning-based resilience
analysis is proposed as a modern tool for port resilience computation and updating. The …
analysis is proposed as a modern tool for port resilience computation and updating. The …
Gaussian process-based random search for continuous optimization via simulation
Random search is an important category of algorithms to solve continuous optimization via
simulation problems. To design an efficient random search algorithm, the handling of the …
simulation problems. To design an efficient random search algorithm, the handling of the …
Offline simulation online application: A new framework of simulation-based decision making
Traditionally, simulation has been used as a tool of design to estimate, compare and
optimize the performance of different system designs. It is rarely used in making real-time …
optimize the performance of different system designs. It is rarely used in making real-time …
[HTML][HTML] A neural network approach to performance analysis of tandem lines: The value of analytical knowledge
NA Dieleman, J Berkhout, B Heidergott - Computers & Operations Research, 2023 - Elsevier
We develop a neural network (NN) metamodeller for efficiently approximating the throughput
of different finite-buffer multi-server tandem lines (with varying service rates, number of …
of different finite-buffer multi-server tandem lines (with varying service rates, number of …
Surrogate-based simulation optimization
Simulation models are widely used in practice to facilitate decision making in a complex,
dynamic and stochastic environment. But they are computationally expensive to execute and …
dynamic and stochastic environment. But they are computationally expensive to execute and …
A link-to-link segment based metamodel for dynamic network loading
AUZ Patwary, W Huang, HK Lo - Transportation Research Part C …, 2021 - Elsevier
Dynamic network loading (DNL) is a core part of simulation-based dynamic traffic
assignment (DTA) models, which describes how traffic propagates on a transportation …
assignment (DTA) models, which describes how traffic propagates on a transportation …
Simulation of batch service lateness queues with multiple vacations and two Bernoulli catastrophes using the developed'goLHS'generator
A Rezgui, H Saggou, M Ourbih-Tari… - … of Mathematics in …, 2023 - inderscienceonline.com
This paper considers a new model of a single server queue subject to two different Bernoulli
catastrophes with service lateness which represents the control duration and the service …
catastrophes with service lateness which represents the control duration and the service …
Real-Time Derivative Pricing and Hedging with Consistent Metamodels
In derivative pricing and hedging, the consistency between the price and Greek surfaces (ie,
the Greek surfaces can be obtained by differentiating the price surface) is important in …
the Greek surfaces can be obtained by differentiating the price surface) is important in …
Monte Carlo integration with adaptive variance selection for improved stochastic efficient global optimization
In this paper, the minimization of computational cost on evaluating multidimensional
integrals is explored. More specifically, a method based on an adaptive scheme for error …
integrals is explored. More specifically, a method based on an adaptive scheme for error …
Limitations of calculating theoretical solutions for closed BCMP queueing networks and verification of alternative theoretical values by parallel simulation
S Mizuno, H Ohba - PloS one, 2024 - journals.plos.org
This study applied a closed BCMP queueing network to a real-world model, examining the
limitations of the theoretical solution and the possibility of replacing theoretical values with …
limitations of the theoretical solution and the possibility of replacing theoretical values with …