25 citations · 43 across the 15 of their papers we have counts for
3 papers · 1 filter
Combining Optimisation and Simulation Using Logic-Based Benders Decomposition
Michael Forbes, Mitchell Harris, Marijn Jansen +2
Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is t…
Exact simulation of extrinsic stress-release processes
Young Lee, Patrick J. Laub, Thomas Taimre +2
We present a new and straightforward algorithm that simulates exact sample paths for a generalized stress-release process. The computation of the exact law of the joint interarriva…
The Value of Information and Efficient Switching in Channel Selection
Jiesen Wang, Yoni Nazarathy, Thomas Taimre
We consider a collection of statistically identical two-state continuous time Markov chains (channels). A controller continuously selects a channel with the view of maximizing infi…