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Proceedings of the 2011 Winter Simulation Conference (WSC)最新文献

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An agent based model for evacuation traffic management 基于智能体的疏散交通管理模型
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147753
Manini Madireddy, D. Medeiros, S. Kumara
{"title":"An agent based model for evacuation traffic management","authors":"Manini Madireddy, D. Medeiros, S. Kumara","doi":"10.1109/WSC.2011.6147753","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147753","url":null,"abstract":"In this paper we build an agent based evacuation model and use it to test a novel traffic control strategy called throttling. The evacuee agents travel from a source to a destination taking the dynamic shortest time path (total travel time depends on the distance to destination and the congestion level). Throttling involves closing a road segment temporarily when its congestion level reaches an upper threshold and opening it when congestion level falls below a lower threshold. Experimentation was performed by comparing the total evacuation time obtained with throttling to a base case (non-throttling) using a small test network and the more realistic Sioux Falls network. We found that throttling improves the total evacuation time significantly. To further test the effectiveness of our control strategy we compared it to contraflow on the test network and found the results to be comparable.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130404031","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 22
Agent-based conceptual model representation using BPMN 使用BPMN的基于agent的概念模型表示
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147795
B. Onggo, Onder Karpat
{"title":"Agent-based conceptual model representation using BPMN","authors":"B. Onggo, Onder Karpat","doi":"10.1109/WSC.2011.6147795","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147795","url":null,"abstract":"In a simulation project, a good conceptual model representation is critical for communicating conceptual models between stakeholders. A conceptual model describes the problem domain and model specifications. The description of the problem domain includes the objectives, inputs, outputs, content, assumptions and simplifications made in the model. The model specifications are used to specify the model's behavior. This article focuses on the representation of the model content (structure, boundary and level of detail) component of an agent-based simulation (ABS) model. For this, we propose the use of Business Process Model and Notation (BPMN) from the Object Management Group. A Web-based visual modeling tool has been developed using JavaScript to demonstrate how BPMN can be used to represent an ABS conceptual model and how the tool translates the conceptual model into code ready for execution using Repast HPC.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125525478","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 42
Effective WIP dependent lot release policies: A discrete event simulation approach 有效的依赖于在制品的批放行政策:离散事件模拟方法
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147911
Raha Akhavan-Tabatabaei, Carlos F. Ruiz Salazar
{"title":"Effective WIP dependent lot release policies: A discrete event simulation approach","authors":"Raha Akhavan-Tabatabaei, Carlos F. Ruiz Salazar","doi":"10.1109/WSC.2011.6147911","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147911","url":null,"abstract":"In this paper we explore a lot release policy for wafer fabs that is based on the WIP threshold of the bottleneck station. Our results show that this policy is effective in cycle time improvement while keeping the same level of throughput compared with a case where no policy is applied. The application of this policy is practical and needs less considerations compared to policies that aim at keeping the WIP constant throughout the fab.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122972275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Modeling supply contracts in semiconductor supply chains 半导体供应链中的供应契约建模
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147924
Konstanze Knoblich, H. Ehm, C. Heavey, P. Williams
{"title":"Modeling supply contracts in semiconductor supply chains","authors":"Konstanze Knoblich, H. Ehm, C. Heavey, P. Williams","doi":"10.1109/WSC.2011.6147924","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147924","url":null,"abstract":"Semiconductor manufacturers face high demand uncertainty due to volatile and rapidly changing technology development as well as inaccurate customer forecasts. The paper first presents a description of contract clauses used in semiconductor supply chains, obtained through a literature review and a field study. The paper then presents a review of the literature on studies in supply chain contracts focusing on flexibility contracts and capacity option contracts. Finally, the paper presents models to study contract flexibility and capacity reservation options for a semiconductor manufacturer supplier and a buyer. The purpose of the models is to compare a representative standard flexibility contract currently used in semiconductor supply chains and a capacity options contract.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123079040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Image-Scenarization: From conceptual models to executable simulation 图像场景化:从概念模型到可执行仿真
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147756
François Rioux, M. Lizotte
{"title":"Image-Scenarization: From conceptual models to executable simulation","authors":"François Rioux, M. Lizotte","doi":"10.1109/WSC.2011.6147756","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147756","url":null,"abstract":"Agent-based modeling has proven to be a natural way to express various types of problems or situations. Some research has focused on the analysis and design of agent models, but little has truly addressed the need for automated assistance when creating agent-based models from the initial problem comprehension. This paper proposes an approach addressing this gap and supporting the iterative process of generating executable agent models. In particular, this approach enables the incremental conceptual representation of a problem and the development of agent models. This paper presents how to develop an agent-based model using a predefined generic Scenarization Vocabulary. It then describes the technical approach that was chosen in order to exploit the initial conceptual design and facilitate the development of models by eliminating software development technicalities. This approach is part of a broader research effort known as IMAGE, which proposes a toolset supporting collaborative understanding of complex situations.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120941896","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimizing service replication in clouds 优化云中的业务复制
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6148027
Mathias Björkqvist, L. Chen, Walter Binder
{"title":"Optimizing service replication in clouds","authors":"Mathias Björkqvist, L. Chen, Walter Binder","doi":"10.1109/WSC.2011.6148027","DOIUrl":"https://doi.org/10.1109/WSC.2011.6148027","url":null,"abstract":"The load on today's service-oriented systems is strongly varying in time. It is advantageous to conserve energy by adapting the number of replicas according to the recent load. Over-provisioning of service replicas is to be avoided, since it increases the operating costs. Under-provisioning of service replicas leads to serious performance degradation and violates service-level agreements. To reduce energy consumption and maintain appropriate performance, we study two service replication strategies: (1) arrival rate based and (2) response time based policy. By simulation, we show that the average number of service replicas and response time can be reduced especially when combining our proposed replication strategies and load balancing schemes.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"122 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116645685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Valuation of collateralized debt obligations in a multivariate subordinator model 多元从属模型下的债务抵押债券估值
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6148067
Yunpeng Sun, Rafael Mendoza-Arriaga, V. Linetsky
{"title":"Valuation of collateralized debt obligations in a multivariate subordinator model","authors":"Yunpeng Sun, Rafael Mendoza-Arriaga, V. Linetsky","doi":"10.1109/WSC.2011.6148067","DOIUrl":"https://doi.org/10.1109/WSC.2011.6148067","url":null,"abstract":"The paper develops valuation of multi-name credit derivatives, such as collateralized debt obligations (CDOs), based on a novel multivariate subordinator model of dependent default (failure) times. The model can account for high degree of dependence among defaults of multiple firms in a credit portfolio and, in particular, exhibits positive probabilities of simultaneous defaults of multiple firms. The paper proposes an efficient simulation algorithm for fast and accurate valuation of CDOs with large number of firms.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121690593","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Pricing American options under partial observation of stochastic volatility 随机波动部分观察下的美式期权定价
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6148068
Fan Ye, Enlu Zhou
{"title":"Pricing American options under partial observation of stochastic volatility","authors":"Fan Ye, Enlu Zhou","doi":"10.1109/WSC.2011.6148068","DOIUrl":"https://doi.org/10.1109/WSC.2011.6148068","url":null,"abstract":"Stochastic volatility models capture the impact of time-varying volatility on the financial markets, and hence are heavily used in financial engineering. However, stochastic volatility is not directly observable in reality, but is only “partially” observable through the inference from the observed asset price. Most of the past research studied American option pricing in stochastic volatility models under the assumption that the volatility is fully observable, which often leads to overpricing of the option. In this paper, we treat the problem under the more realistic assumption of partially observable stochastic volatility, and propose a numerical solution method by extending the regression method and the martingale duality approach to the partially observable case. More specifically, we develop a filtering-based martingale duality approach that complements a lower bound on the option price with an approximate upper bound. Numerical experiments show that our method reduces overpricing of the option with a moderate computational cost.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121733579","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Rare event simulation for rough energy landscapes 粗糙能源景观的罕见事件模拟
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147780
P. Dupuis, K. Spiliopoulos, Hui Wang
{"title":"Rare event simulation for rough energy landscapes","authors":"P. Dupuis, K. Spiliopoulos, Hui Wang","doi":"10.1109/WSC.2011.6147780","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147780","url":null,"abstract":"A rough energy landscape can be modeled by a potential function superimposed by another fast oscillating function. Modeling motion in such a rough energy landscape by a small noise stochastic differential equation with fast oscillating coefficients, we construct asymptotically optimal importance sampling schemes for the study of rare events. Standard Monte Carlo methods perform poorly for these kind of problems in the small noise limit, even without the added difficulties of the fast oscillating function. We study the situation in which the fast oscillating parameter goes to zero faster than the intensity of the noise. We identify an asymptotically optimal estimator in the sense of variance minimization using the subsolution approach. Examples and simulation results are provided.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123890635","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 18
A framework for evidence-based health care incentives simulation 基于证据的卫生保健激励模拟框架
Proceedings of the 2011 Winter Simulation Conference (WSC) Pub Date : 2011-12-11 DOI: 10.1109/WSC.2011.6147833
J. P. Bigus, Ching-Hua Chen-Ritzo, R. Sorrentino
{"title":"A framework for evidence-based health care incentives simulation","authors":"J. P. Bigus, Ching-Hua Chen-Ritzo, R. Sorrentino","doi":"10.1109/WSC.2011.6147833","DOIUrl":"https://doi.org/10.1109/WSC.2011.6147833","url":null,"abstract":"We present a general simulation framework designed for modeling incentives in a health care delivery system. This first version of the framework focuses on representing provider incentives. Key framework components are described in detail, and we provide an overview of how data-driven analytic methods can be integrated with this framework to enable evidence-based simulation. The software implementation of a simple simulation model based on this framework is also presented.","PeriodicalId":246140,"journal":{"name":"Proceedings of the 2011 Winter Simulation Conference (WSC)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125330371","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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