Integrating Variance Reduction Techniques and Parallel Computing in Construction Simulation Optimization

Journal of Computing in Civil Engineering ◽

10.1061/(asce)cp.1943-5487.0000841 ◽

2019 ◽

Vol 33 (4) ◽

pp. 04019026

Author(s):

Mohammed Mawlana ◽

Amin Hammad

Keyword(s):

Parallel Computing ◽

Variance Reduction ◽

Simulation Optimization ◽

Construction Simulation ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Applications of Variance Reduction Techniques in Construction Simulation

Computer-Aided Civil and Infrastructure Engineering ◽

10.1111/j.1467-8667.1990.tb00390.x ◽

1990 ◽

Vol 5 (4) ◽

pp. 299-306 ◽

Author(s):

SIMAAN M. ABOURIZK ◽

ANTONIO A. GONZALEZ-QUEVEDO ◽

DANIEL W. HALPIN

Keyword(s):

Variance Reduction ◽

Construction Simulation ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Simulation optimization of logistics systems through the use of variance reduction techniques and criterion models

Engineering Optimization ◽

10.1080/03052150600574283 ◽

2006 ◽

Vol 38 (4) ◽

pp. 441-460 ◽

Author(s):

Nicholas P. Anderson ◽

Gerald W. Evans ◽

William E. Biles

Keyword(s):

Variance Reduction ◽

Simulation Optimization ◽

Logistics Systems ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Variance reduction techniques for pricing American options using function approximations

The Journal of Computational Finance ◽

10.21314/jcf.2009.208 ◽

2009 ◽

Vol 12 (3) ◽

pp. 79-102 ◽

Author(s):

Sandeep Juneja ◽

Himanshu Kalra

Keyword(s):

Variance Reduction ◽

American Options ◽

Variance Reduction Techniques ◽

Reduction Techniques ◽

Function Approximations

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Combining Latin Hypercube Sampling with Other Variance Reduction Techniques

SSRN Electronic Journal ◽

10.2139/ssrn.2179680 ◽

2012 ◽

Author(s):

Natalie Packham

Keyword(s):

Variance Reduction ◽

Latin Hypercube Sampling ◽

Latin Hypercube ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Variance Reduction Techniques

Journal of the Operational Research Society ◽

10.1057/jors.1985.88 ◽

1985 ◽

Vol 36 (6) ◽

pp. 525-530 ◽

Author(s):

B. A. P. James

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Implementation of variance-reduction techniques for Monte Carlo nuclear logging calculations with neutron sources

Radiation Protection Dosimetry ◽

10.1093/rpd/nci245 ◽

2005 ◽

Vol 116 (1-4) ◽

pp. 498-503 ◽

Author(s):

M. Maučec

Keyword(s):

Monte Carlo ◽

Variance Reduction ◽

Neutron Sources ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options

Journal of Mathematical Finance ◽

10.4236/jmf.2013.34045 ◽

2013 ◽

Vol 03 (04) ◽

pp. 431-436 ◽

Author(s):

Qiang Zhao ◽

Guo Liu ◽

Guiding Gu

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Monte Carlo Methods ◽

Variance Reduction ◽

Variance Reduction Techniques ◽

Pricing Options ◽

Reduction Techniques

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Investigating the Effectiveness of Variance Reduction Techniques in Manufacturing, Call Center and Cross-Docking Discrete Event Simulation Models

SSRN Electronic Journal ◽

10.2139/ssrn.2824948 ◽

2012 ◽

Author(s):

Adrian Adewunmi ◽

Uwe Aickelin

Keyword(s):

Discrete Event Simulation ◽

Call Center ◽

Variance Reduction ◽

Discrete Event ◽

Simulation Models ◽

Event Simulation ◽

Variance Reduction Techniques ◽

Reduction Techniques ◽

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Confidence intervals for quantiles when applying variance-reduction techniques

ACM Transactions on Modeling and Computer Simulation ◽

10.1145/2133390.2133394 ◽

2012 ◽

Vol 22 (2) ◽

pp. 1-25 ◽

Author(s):

Fang Chu ◽

Marvin K. Nakayama

Keyword(s):

Confidence Intervals ◽

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Variance Reduction Techniques

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch6 ◽

2006 ◽

pp. 89-119

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

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