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WSC 2007: Washington, DC, USA
- Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton:
Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. WSC 2007, ISBN 1-4244-1306-0
Opening session: opening session
- Susan Smyth:
Keynote address. 1
Landmark papers: landmark papers 1
- David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon:
Fortieth anniversary special panel: Landmark papers. 2-13
Landmark papers: landmark papers 2
- David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon:
Fortieth anniversary special panel: Landmark papers. 14-25
Introductory tutorials: introduction to simulation
- David Goldsman:
Introduction to simulation. 26-37
Introductory tutorials: generating uncertainty effectively
- W. David Kelton:
Representing and generating uncertainty effectively. 38-42
Introductory tutorials: optimization via approximate dynamic programming
- Warren B. Powell:
The optimizing-simulator: merging simulation and optimization using approximate dynamic programming. 43-53
Introductory tutorials: fundamentals of simulation modeling
- Paul J. Sánchez:
Fundamentals of simulation modeling. 54-62
Introductory tutorials: modeling and generating input processes
- Michael E. Kuhl, Emily K. Lada, Natalie M. Steiger, Mary Ann Flanigan Wagner, James R. Wilson:
Introduction to modeling and generating probabilistic input processes for simulation. 63-76
Introductory tutorials: statistical analysis of output data
- Averill M. Law:
Statistical analysis of simulation output data: the practical state of the art. 77-83
Introductory tutorials: designing simulation experiments
- Susan M. Sanchez:
Work smarter, not harder: guidelines for designing simulation experiments. 84-94
Introductory tutorials: agent-based simulation
- Charles M. Macal, Michael J. North:
Agent-based modeling and simulation: desktop ABMS. 95-106
Introductory tutorials: successful practice
- Deborah A. Sadowski:
Tips for successful practice of simulation. 107-112
Advanced tutorials: inside discrete-event simulation software
- Thomas J. Schriber, Daniel T. Brunner:
Inside discrete-event simulation software: how IT works and why IT matters. 113-123
Advanced tutorials: verification and validation
- Robert G. Sargent:
Verification and validation of simulation models. 124-137
Advanced tutorials: multi-agent simulation
- Thomas W. Lucas, Susan M. Sanchez, Felix Martinez, Lisa R. Sickinger, Jonathan W. Roginski:
Defense and homeland security applications of multi-agent simulations. 138-149
Advanced tutorials: statistical analysis: state of the art
- Christos Alexopoulos:
Statistical analysis of simulation output: state of the art. 150-161
Advanced tutorials: ranking and selection
- Seong-Hee Kim, Barry L. Nelson:
Recent advances in ranking and selection. 162-172
Advanced tutorials: real options valuation
- Barry R. Cobb, John M. Charnes:
Real options valuation. 173-182
Advanced tutorials: regression models and experiment designs
- Jack P. C. Kleijnen:
Regression models and experimental designs: a tutorial for simulation analysts. 183-194
Advanced tutorials: tackling the right problem: hard and soft methods
- Michael Pidd:
Making sure you tackle the right problem: linking hard and soft methods in simulation practice. 195-204
Vendor track A - papers: Vanguard Software Corp. and SAIC
- Robert Suggs, Brian Lewis:
Enterprise simulation: a practical application in business planning. 205-209
Vendor track A - papers: applied materials and PMC corporation
- Todd LeBaron, Craig Jacobsen:
The simulation power of automod. 210-218 - Marcelo Zottolo, Edward J. Williams, Onur M. Ülgen:
Simulation implements demand-driven workforce scheduler for service industry. 219-225
Vendor track A - papers: Imagine That, Inc.
- David Krahl:
ExtendSim 7. 226-232
Simulation 101: simulation 101
- Barry Lawson, Lawrence Leemis:
Simulation 101 software: workshop and beyond. 233-236
Ph.D. plenary: PhD colloquium plenary
- Ray J. Paul:
A researcher's discipline. 237-240
Clinics: aggregating subsystem models
- Jeffrey Scott Miller, Randy Combs, Earnest Foster, Jeffrey D. Tew, Deborah J. Medeiros, Onur M. Ülgen:
Clinic: aggregating subsystem models into an automotive total plant throughput model. 241-249
Clinics: correlated inputs
- Debra A. Elkins, A. Christine LaFleur, Earnest Foster, Jeffrey D. Tew, Bahar Biller, James R. Wilson:
Clinic: correlated inputs in an automotive paint shop fire risk simulation. 250-259
Cross-fertilization 1: cross-fertilization I
- Barry G. Silverman:
Human terrain data: what should we do with it? 260-265
Cross-fertilization 2: cross-fertilization II
- Malvin H. Kalos:
Monte Carlo methods in the physical sciences. 266-271
Cross-fertilization 3: cross-fertilization III
- Glenn Shafer:
Game-theoretic probability and defensive forecasting. 272-280
Analysis methodology A: ranking and selection procedures
- Jun Xu, Feng Yang, Hong Wan:
Controlled sequential bifurcation for software reliability study. 281-288 - Stephen E. Chick, Jürgen Branke, Christian Schmidt:
New greedy myopic and existing asymptotic sequential selection procedures: preliminary empirical results. 289-296 - Enver Yücesan:
A tournament framework for the ranking and selection problem. 297-302
Analysis methodology A: output analysis
- James M. Calvin:
Low bias integrated path estimators. 303-307 - Christos Alexopoulos, Sigrún Andradóttir, Nilay Tanik Argon, David Goldsman:
Replicated batch means for steady-state simulations with initial transients. 308-312 - Samuel Ehrlichman, Shane G. Henderson:
Finite-sample performance guarantees for one-dimensional stochastic root finding. 313-321
Analysis methodology A: experimental designs for simulation
- Feng Yang, Jingang Liu, Mustafa Tongarlak, Bruce E. Ankenman, Barry L. Nelson:
Metamodeling for cycle time-throughput-product mix surfaces using progressive model fitting. 322-330 - Ning Zheng, Theodore T. Allen:
Subset selection and optimization for selecting binomial systems applied to supersaturated design generation. 331-339 - Russell C. H. Cheng:
Determining efficient simulation run lengths for real time decision making. 340-345
Analysis methodology A: simulation optimization
- Kuo-Hao Chang, L. Jeff Hong, Hong Wan:
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization. 346-354 - William E. Biles, Jack P. C. Kleijnen, Wim C. M. Van Beers, Inneke Van Nieuwenhuyse:
Kriging metamodeling in constrained simulation optimization: an explorative study. 355-362 - Alireza Kabirian, Sigurdur Ólafsson:
Allocation of simulation runs for simulation optimization. 363-371
Analysis methodology A: advances in rare-event simulation methodology
- Jose H. Blanchet, Bert Zwart:
Importance sampling of compounding processes. 372-379 - Jose H. Blanchet, Jingchen Liu:
Path-sampling for state-dependent importance sampling. 380-388 - Xiaowei Zhang, Jose H. Blanchet, Peter W. Glynn:
Efficient suboptimal rare-event simulation. 389-394
Analysis methodology A: rare-event simulation
- Jose H. Blanchet, Jingchen Liu:
Rare-event simulation for a multidimensional random walk with t distributed increments. 395-402 - Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin:
Estimating the probability of a rare event over a finite time horizon. 403-411 - Poul E. Heegaard, Werner Sandmann:
Ant-based approach for determining the change of measure in importance sampling. 412-420
Analysis methodology A: combining simulation and optimization
- Güzin Bayraksan, David P. Morton:
Sequential sampling for solving stochastic programs. 421-429 - Sujin Kim, Shane G. Henderson:
Non-linear control variates for regenerative steady-state simulation. 430-438 - Mark Broadie, Minsup Han, Assaf Zeevi:
Implications of heavy tails on simulation-based ordinal optimization. 439-447
Analysis methodology A: advances in simulation output analysis
- Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson:
Confidence interval estimation using linear combinations of overlapping variance estimators. 448-454 - Claudia Antonini, Christos Alexopoulos, David Goldsman, James R. Wilson:
Folded standardized time series area variance estimators for simulation. 455-462 - Emily K. Lada, James R. Wilson:
SBatch: a spaced batch means procedure for simulation analysis. 463-471
Analysis methodology A: input modeling
- Kaeyoung Shin, Raghu Pasupathy:
A method for fast generation of bivariate Poisson random vectors. 472-479 - Lanting Lu, Christine S. M. Currie, Russell C. H. Cheng, John Ladbrook:
Classification analysis for simulation of machine breakdowns. 480-487 - Johann Christoph Strelen, Feras Nassaj:
Analysis and generation of random vectors with copulas. 488-496
Analysis methodology B: recent advances in optimization and analysis
- Geng Deng, Michael C. Ferris:
Extension of the direct optimization algorithm for noisy functions. 497-504 - Kathryn Hoad, Stewart Robinson, Ruth Davies:
Automating DES output analysis: how many replications to run. 505-512 - Loo Hay Lee, Ek Peng Chew, Suyan Teng:
Finding the pareto set for multi-objective simulation models by minimization of expected opportunity cost. 513-521
Analysis methodology B: recent advances in ranking and selection
- Christopher M. Healey, David Goldsman, Seong-Hee Kim:
Ranking and selection techniques with overlapping variance estimators. 522-529 - Marvin K. Nakayama:
Single-stage multiple-comparison procedure for quantiles and other parameters. 530-534 - E. Jack Chen:
Indifference-zone subset selection procedures: using sample means to improve efficiency. 535-543
Analysis methodology B: recent advances in simulation analysis
- Roy R. Creasey Jr., K. Preston White Jr.:
A Bayesian approach to analysis of limit standards. 544-552 - He Zhang, Wai Kin Chan:
Mathematical programming-based perturbation analysis for GI/G/1 queues. 553-559 - Jamie R. Wieland, Bruce W. Schmeiser:
Derivative estimation with known control-variate variances. 560-567
Modeling methodology A: distributed simulation I
- Malcolm Y. H. Low, Stephen John Turner, Ding Ling, Hai L. Peng, Lai Peng Chan, Peter Lendermann, Stephen J. Buckley:
Symbiotic simulation for business process re-engineering in high-tech manufacturing and service networks. 568-576 - Jun Wang, Carl Tropper:
Optimizing time warp simulation with reinforcement learning techniques. 577-584 - Buquan Liu, Yiping Yao, Huaimin Wang:
An efficient algorithm in the HLA time management. 585-593
Modeling methodology A: distributed simulation II
- Simon J. E. Taylor, Navonil Mustafee, Steffen Straßburger, Stephen John Turner, Malcolm Y. H. Low, John Ladbrook:
The SISO CSPI PDG standard for commercial off-the-shelf simulation package interoperability reference models. 594-602 - Steffen Straßburger, Thomas Schulze, Marco Lemessi:
Applying CSPI reference models for factory planning. 603-609 - Heath A. James, Kenneth A. Hawick, Chris Scogings:
User-friendly scheduling tools for large-scale simulation experiments. 610-616
Modeling methodology A: petri nets I
- Gabriel Juhás, Fedor Lehocki, Robert Lorenz:
Semantics of petri nets: a comparison. 617-628 - Jörg R. Müller, Eckehard Schnieder:
Duality in high level petri-nets: a basis to do diagnoses. 629-636 - Robert Lorenz, Sebastian Mauser, Gabriel Juhás:
How to synthesize nets from languages: a survey. 637-647
Modeling methodology A: petri nets II - related methods and techniques
- Ralph Mueller, Christos Alexopoulos, Leon F. McGinnis:
Automatic generation of simulation models for semiconductor manufacturing. 648-657 - Mark Fleischer:
Transformations for accelerating MCMC simulations with broken ergodicity. 658-666 - Ricki G. Ingalls, Douglas J. Morrice:
Alternative thread scoring methods in qualitative event graphs. 667-675
Modeling methodology A: networks and composition
- David W. Bauer, Ernest H. Page:
Optimistic parallel discrete event simulation of the event-based transmission line matrix method. 676-684 - Weilong Hu, Hessam S. Sarjoughian:
A co-design modeling approach for computer network systems. 685-693 - Arnold H. Buss, Curtis L. Blais:
Composability and component-based discrete event simulation. 694-702
Modeling methodology A: visualization I
- Thomas Nocke, Michael Flechsig, Uwe Böhm:
Visual exploration and evaluation of climate-related simulation data. 703-711 - Helmut Doleisch:
SIMVIS: interactive visual analysis of large and time-dependent 3D simulation data. 712-720 - Wolfgang Aigner, Alessio Bertone, Silvia Miksch, Christian Tominski, Heidrun Schumann:
Towards a conceptual framework for visual analytics of time and time-oriented data. 721-729
Modeling methodology A: visualization II
- Ivo Kondapaneni, Pavel Kordík, Pavel Slavík:
Visualization techniques utilizing the sensitivity analysis of models. 730-737 - Zdenek Míkovec, Ivo Malý, Pavel Slavík, Jan Curín:
Visualization of users' activities in a specific environment. 738-746 - Peter Kemper:
A trace-based visual inspection technique to detect errors in simulation models. 747-755
Modeling methodology A: insights and design strategies in conceptual modeling
- Kara A. Olson, C. Michael Overstreet, E. Joseph Derrick:
Code analysis and CS-XML. 756-761 - Wang Wang, Roger J. Brooks:
Empirical investigations of conceptual modeling and the modeling process. 762-770 - Michael Pidd, Stewart Robinson:
Organising insights into simulation practice. 771-775
Modeling methodology A: modeling and manufacturing
- Durk-Jouke van der Zee, Jack G. A. J. van der Vorst:
Guiding principles for conceptual model creation in manufacturing simulation. 776-784 - Edwin Valentin, Alexander Verbraeck:
Domain specific model constructs in commercial simulation environments. 785-795 - Edward Huang, Randeep Ramamurthy, Leon F. McGinnis:
System and simulation modeling using SysML. 796-803
Modeling methodology B: composition between concepts and implementations
- Paul Gustavson, Tram Chase:
Building composable bridges between the conceptual space and the implementation space. 804-814 - Mathias Röhl, Stefan Morgenstern:
Composing simulation models using interface definitions based on web service descriptions. 815-822 - Levent Yilmaz, Alvin S. Lim, Simon Bowen, Tuncer I. Ören:
Requirements and design principles for multisimulation with multiresolution, multistage multimodels. 823-832
Modeling methodology B: composing and reusing models
- Mathias Röhl, Florian Marquardt, Adelinde M. Uhrmacher:
Exploiting web service techniques for composing simulation models. 833-841 - Andreas Tolk, Charles D. Turnitsa, Saikou Y. Diallo:
Model-based alignment and orchestration of heterogeneous homeland security applications enabling composition of system of systems. 842-850 - Yonglin Lei, Lili Song, Weiping Wang, Caiyun Jiang:
A metamodel-based representation method for reusable simulation model. 851-858
Modeling methodology B: multi-resolution and composition
- Paul K. Davis, Andreas Tolk:
Observations on new developments in composability and multi-resolution modeling. 859-870 - Adelinde M. Uhrmacher, Roland Ewald, Mathias John, Carsten Maus, Matthias Jeschke, Susanne Biermann:
Combining micro and macro-modeling in DEVS for computational biology. 871-880 - Michael Lees, Brian S. Logan, John King:
Multiscale models of bacterial populations. 881-890
Modeling methodology B: optimization/experiments
- Joseph C. Carnahan, Steven A. Policastro, Erin C. Carson, Paul F. Reynolds Jr., Robert G. Kelly:
Using flexible points in a developing simulation of selective dissolution in alloys. 891-899 - Lingjia Tang, Paul F. Reynolds Jr.:
Agile optimization for coercion. 900-909 - Isabel R. Santos, Pedro R. Santos:
Simulation metamodels for modeling output distribution parameters. 910-918
Risk analysis: tutorial: Monte Carlo simulation in financial engineering
- Nan Chen, L. Jeff Hong:
Monte Carlo simulation in financial engineering. 919-931
Risk analysis: risk management and sensitivity analysis
- Paul Glasserman, Zongjian Liu:
Sensitivity estimates from characteristic functions. 932-940 - Guangwu Liu, L. Jeff Hong:
Kernel estimation for quantile sensitivities. 941-948 - Hai Lan, Barry L. Nelson, Jeremy Staum:
A confidence interval for tail conditional expectation via two-level simulation. 949-957
Risk analysis: credit risk
- Jörn Dunkel, Stefan Weber:
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. 958-966 - Kay Giesecke, Baeho Kim:
Estimating tranche spreads by loss process simulation. 967-975 - Zhiyong Chen, Paul Glasserman:
Approximations and control variates for pricing portfolio credit derivatives. 976-983
Risk analysis: derivative security pricing
- Gang Zhao, Tarik Borogovac, Pirooz Vakili:
Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC). 984-991 - Arunachalam Chockalingam, Kumar Muthuraman:
American option pricing under stochastic volatility: a simulation-based approach. 992-997 - Ming-Hua Hsieh, Yu-fen Chiu:
Monte Carlo methods for valuation of ratchet Equity Indexed Annuities. 998-1003
Risk analysis: portfolio optimization
- Scott T. Nestler:
Non-Gaussian asset allocation in the federal thrift savings plan. 1004-1012 - Martin B. Haugh, Ashish Jain:
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies. 1013-1020 - Jingjing Lu, Merrill W. Liechty:
An empirical comparison between nonlinear programming optimization and simulated annealing (SA) algorithm under a higher moments Bayesian portfolio selection framework. 1021-1027