We investigate the application of the likelihood ratio method (LRM) for sensitivity estimation when the relevant density for the underlying model is known only through its charact...
Today there are numerous tools for decision analysis, suitable both for human and artificial decision makers. Most of these tools require the decision maker to provide precise num...
This paper deals with ranking and selection problem via simulation. We present an optimal computing budget allocation technique which can select the best of k simulated designs. T...
We propose an analysis of numerical integration based on sampling theory, whereby the integration error caused by aliasing is suppressed by pre-filtering. We derive a pre-filter f...
This paper introduces a new algorithm for solving a subclass of quantified constraint satisfaction problems (QCSP) where existential quantifiers precede universally quantified ine...
Alexandre Goldsztejn, Claude Michel, Michel Rueher