2007 INFORMS Simulation Society Workshop
Theme: Simulation for better decisions in an uncertain world
July 5-7, 2007 at INSEAD in Fontainebleau, France
This workshop was co-sponsored by the National Science Foundation under Grant No. 0703665. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.
THURSDAY JULY 5
Workshop introduction: Organizing Committee
Plenary: Barry L. Nelson
01
Industrial strength COMPASS for optimization via simulation
Welcoming remarks by Frank Brown, Dean of INSEAD
H. Topaloglu and S. Kunnumkal
02
New stochastic approximation and approximate dynamic programming methods for revenue management problems
J. R. Birge
03
Unattained convergence for sampling methods in large-scale optimization models and a remedy with batch means
R. Pasupathy and S. G. Henderson
04
An updated proposal for a testbed of simulation-optimization problems
Plenary: Lee W. Schruben
05
Modeling for analysis
Parallel Session 1:
M. Bureau, S. Dauzère-Pérès, C. Yugma and L. Vermariën
06
An original simulation approach for semiconductor manufacturing
O. Rose
07
Improving the accuracy of simple simulation models for complex production systems
J. W. Fowler, G. T. Mackulak, B.L. Nelson and B. Ankenman
08
Multi-product cycle time and throughput evaluation via simulation on demand
Parallel Session 2:
J. Branke and J. Gamer
09
Efficient sampling in interactive multi-criteria selection
C.-H. Chen, D. He, M. Fu and L. H. Lee
10
Efficient selecting an optimal subset for optimization under uncertainty
Y.L. Chai and P. W. Glynn
11
Monte Carlo optimization via random search
FRIDAY JULY 6
Plenary: Tony O’Hagan
12
Simulation and uncertainty
R. R. Barton
13
Presenting a fuller characterization of uncertainty: Can it be done?
J. P. C. Kleijnen
14
Risk analysis: Frequentists and Bayesians unite!
S. E. Chick and N. Gans
15
Should I bother to simulate? An economic approach to discrete optimization via simulation
Plenary: Paul R. Kleindorfer
16
Challenges in validating and implementing large-scale simulation models to inform strategic decision making
R. Cheng
17
DES as a real time decision making tool. An application to fire service emergency cover
C.-H. Chen-Ritzo, L. An, S. Buckley, P. Chowdhary, T. Ervolina, N. Lamba, Y. Lee, D. Subramanian
18
Pandemic business impact modeler
M. M. Gunal and M. Pidd
19
Moving from specific to generic: Generic modelling in health care
G. Zhao, P. Vakili and T. Borogovac
20
Structured database Monte Carlo (SDMC): A new efficient simulation strategy
Saturday July 7
Plenary: Paul Glasserman
21
Sensitivity estimation in financial engineering and risk management
L. J. Hong and G. Liu
22
Simulating probability sensitivities
H. Lan, B. L. Nelson and J. Staum
23
Two-level simulations for risk management
J. H. Blanchet, P. W. Glynn, P. L’Ecuyer, W. Sandmann and Bruno Tuffin
24
Asymptotic robustness of estimators in rare-event simulation
Closing remarks: Stewart Robinson
POSTERS
"Credit Value at Risk via Credit Scoring Models", by Sunti Tirapat and Seksan Kiatsupaibul.