Search results for "Simulation techniques"

showing 2 items of 2 documents

Cross-entropy-based adaptive optimization of simulation parameters for Markovian-driven service systems

2005

Abstract Markov fluid models represent a general description of the process of service request arrivals to service systems. The solution of performance analysis problems incorporating them often calls for a simulation approach, for which a reference methodology is Importance Sampling. However, in this case the appropriate choice of the biasing conditions is a problem in itself. In this paper an iterative method based on the cross-entropy is proposed for this choice. The equations are given that allow to derive the biasing conditions from the simulation itself. The application of the proposed method to three different sample cases, referring to one transient scenario (finite time horizon and…

Mathematical optimizationImportance samplingMarkov chainIterative methodComputer scienceAdaptive optimizationSettore ING-INF/03 - TelecomunicazioniMarkov processSimulation techniquesCross-entropy; Importance sampling; Markov fluid models; Rare event simulation; Simulation techniquesMarkov fluid modelssymbols.namesakeRare event simulationCross entropyHardware and ArchitectureControl theoryModeling and SimulationPath (graph theory)symbolsTransient (computer programming)Cross-entropySoftwareImportance sampling
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A convergent validity test within the payment card format using simulation techniques

2019

International audience; A convergent validity test is performed between two groups of versions of the payment card format. The first group, the classic payment card (CPC), asks respondents to report their willingness to pay (WTP) as a point from a list of amounts, and then treats each WTP response as an interval. The second group generates WTP data that may contain both single point and interval values. It includes the two-way-payment ladder (TWPL) (respondents have to tick amounts they would definitely pay and cross amounts they would definitely not pay), and point-interval payment card (PIPC) (respondents have to tick their WTP as either a point or an interval). The test is conducted usin…

convergent validityEconomics and EconometricsContingent valuationActuarial scienceGroup (mathematics)JEL: H - Public Economics/H.H4 - Publicly Provided Goods/H.H4.H41 - Public Goodssimulation techniquesPayment cardTest (assessment)[SHS]Humanities and Social SciencesConvergent validityEconomicspayment card versionsJEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q5 - Environmental Economics/Q.Q5.Q51 - Valuation of Environmental EffectsContingent valuation
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