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.