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We discuss copulas for incorporating dependence in the input distributions to a simulation model. We start by motivating the need for incorporating dependence in the primitive inputs to a simulation. Copulas are then introduced as a convenient and flexible model to incorporate dependence. We rigorously define copulas, introduce some of their basic properties, illustrate popular copula families, and...
We consider linear programs where some parameters in the objective functions are unknown but data are available. For a risk-averse modeler, the solutions of these linear programs should be picked in a way that can perform well for a range of likely scenarios inferred from the data. The conventional approach uses robust optimization. Taking the optimality gap as our loss criterion, we argue that this...
Combat effectiveness created by deployment of force is a key factor in leading successful combat operations. Measurements of combat effectiveness should consider the overall capabilities of the resources involved, and should capture spatial aspects to keep regional advantages for a combat operation. This study focuses on developing an analytical metric to measure combat effectiveness by adapting network...
General-purpose ranking and selection (R&S) procedures using bootstrapping were investigated by Lee and Nelson in WSC ′14; their work provides the seminal idea for this study. Here we present bootstrap R&S procedures that achieve significant computational savings by exploiting multiple comparison with the best inference. We establish the asymptotic probability of correct selection for the...
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