Export 70 results:
Author [ Title] Type Year Filters: First Letter Of Last Name is H [Clear All Filters]
"Maximum number of edges in claw-free graphs whose maximum degree and matching number are bounded",
Discrete Mathematics, vol. 340, pp. 927 - 934, 2017.
"Mind the independence gap",
Discrete Mathematics, vol. 343, pp. 111943, 2020.
"Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric",
Wilmott, vol. 2017, pp. 44–57, 2017.
"Modelling Probability Distributions from Data and its Influence on Simulation",
Proceedings IMACS Symposium on Mathematical Modeling, pp. 429-435, 2000.
"Monte Carlo Integration Using Importance Sampling and Gibbs Sampling",
Proceedings of the International Conference on Computational Science and Engineering, pp. 92–97, 2005.
"New control variates for Lévy process models",
Proceedings of the Winter Simulation Conference: Winter Simulation Conference, pp. 15, 2012.
"New generators of normal and Poisson deviates based on transformed rejection",
Operations Research Proceedings 1992, Berlin, Springer, pp. 334–341, 1993.
"Nonuniform random numbers: A sensitivity analysis for transformation methods",
Lecture Notes in Econom. Math. Systems, vol. 374, New York, Springer-Verlag, pp. 135–144, 1992.
"A note on generation, estimation and prediction of stationary processes",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 323–328, 1994.
"A note on generation, estimation and prediction of stationary processes",
Compstat, Proceedings in Computational Statistics, Heidelberg, Physica-Verlag, pp. 323–328, 1994.
"A note on the Performance of the ``Ahrens Algorithm''",
Computing, vol. 69, pp. 83–89, 2002.
A Note on the Quality of Random Variates Generated by the Ratio of Uniforms Method,
, vol. 4, no. 1, pp. 96–106, 1994.
"Optimal planning and scheduling of batch plants with operational uncertainties: An industrial application to Baker's yeast production",
Computers & Chemical Engineering, vol. 23, 1999.
"Optimally stratified importance sampling for portfolio risk with multiple loss thresholds",
Optimization, vol. 62, no. 11: Taylor & Francis, pp. 1451–1471, 2013.
"Polar permutation graphs are polynomial-time recognisable",
European Journal of Combinatorics, vol. 34, no. 3: Academic Press, pp. 576–592, 2013.
"Polarity of chordal graphs",
Discrete Applied Mathematics, vol. 156, no. 13: Elsevier, pp. 2469–2479, 2008.
A Portable Random Number Generator Well Suited for the Rejection Method,
, vol. 19, no. 4, pp. 489–495, 1993.
"The quality of non-uniform random numbers",
Operations Research Proceedings 1993, Berlin, Springer Verlag, pp. 329–335, 1994.
"Recognizing line-polar bipartite graphs in time O (n)",
Discrete Applied Mathematics, vol. 158, no. 15: Elsevier, pp. 1593–1598, 2010.
"Reducing the integrality gap with a modified re-formulation linearization approach",
Computers & Chemical Engineering, vol. 23, 1999.
"A Rejection Technique for Sampling from T-Concave Distributions",
ACMTOMS, vol. 21, no. 2, pp. 182–193, 1995.
"Rejection-Inversion to Generate Variates from Monotone Discrete Distributions",
ACMTOMACS, vol. 6, no. 3, pp. 169–184, 1996.
"Sampling from Linear Multivariate Densities",
Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman, Heidelberg, Springer-Verlag, pp. 143–152, 2009.
"Scheduling of batch processes: An industrial application in paint industry",
Computers & Chemical Engineering, vol. 21, 1997.
"Scheduling of batch processes with operational uncertainties",
Computers & Chemical Engineering, vol. 20, 1996.
"Sensitivity analysis for models with multiple behavior modes: a method based on behavior pattern measures",
System Dynamics Review, vol. 32, pp. 332–362, 2016.
"A simple Generator for the t-Distribution",
Computing, vol. 81, 2007.
"Smoothed Transformed Density Rejection",
Monte Carlo Methods and Applications, vol. 10, no. 3–4, pp. 393–402, 2004.
"A Sweep-Plane Algorithm for Generating random tuples in simple polytopes",
Mathematics of Computation, vol. 67, no. 224, pp. 1617–1635, 1998.
"t-Copula generation for control variates",
Mathematics and Computers in Simulation, vol. 81, no. 4: North-Holland, pp. 782–790, 2010.