Description: MATH 208W Introduction to Operations Research is an introductory course for students pursuing or open to considering a mathematics major. The main course objective is to serve as a gentle ...

This is a preview. Log in through your library . Abstract This paper considers some statistical aspects of applying control variates to achieve variance reduction in the estimation of a vector of ...

We develop and evaluate a two-level simulation procedure that produces a confidence interval for expected shortfall. The outer level of simulation generates financial scenarios, whereas the inner ...

Based on presentation to IEEE's 2010 Winter Simulation Conference, Baltimore, Dec. 5-8, 2010. A discrete-event simulation technique, combined with optimization tools, permits easy management of ...