Conception, simulation, optimisation d'Un filtre a l'aide d'un ordinateur

2005 ◽  
pp. 433-440
Author(s):  
Agnès Guerard
Keyword(s):  
Simulation Optimisation

A simulation optimisation tool for planning of low-income housing projects

2013 ◽  
Vol 31 (1) ◽  
pp. 51-63 ◽  
Author(s):  
Mohamed Marzouk ◽  
Osama Omar ◽  
Manal Abdel Hamid ◽  
Moheeb El-Said
Keyword(s):  
Low Income ◽  
Housing Projects ◽  
Simulation Optimisation ◽  
Low Income Housing

Simulation optimisation of total cost in M/G/C retrial queuing systems with geometric loss, feedback and linear retrial policy

2015 ◽  
Vol 20 (3) ◽  
pp. 320 ◽  
Author(s):  
Ali Azadeh ◽  
Seyedeh Salimian Rizi ◽  
Mohammad Abdollahi ◽  
Ehsan Fathi ◽  
Seyed Hamed Mahmoudi
Keyword(s):  
Queuing Systems ◽  
Total Cost ◽  
Simulation Optimisation

scholarly journals Combining a Matheuristic with Simulation for Risk Management of Stochastic Assets and Liabilities

Risks ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 131
Author(s):  
Christopher Bayliss ◽  
Marti Serra ◽  
Armando Nieto ◽  
Angel A. Juan
Keyword(s):  
Risk Management ◽  
Time Horizon ◽  
Safety Margin ◽  
Integer Program ◽  
The Other ◽  
Insurance Companies ◽  
Relevant Issue ◽  
Efficient Management ◽  
Simulation Optimisation ◽  
Simulation Results

Specially in the case of scenarios under uncertainty, the efficient management of risk when matching assets and liabilities is a relevant issue for most insurance companies. This paper considers such a scenario, where different assets can be aggregated to better match a liability (or the other way around), and the goal is to find the asset-liability assignments that maximises the overall benefit over a time horizon. To solve this stochastic optimisation problem, a simulation-optimisation methodology is proposed. We use integer programming to generate efficient asset-to-liability assignments, and Monte-Carlo simulation is employed to estimate the risk of failing to pay due liabilities. The simulation results allow us to set a safety margin parameter for the integer program, which encourage the generation of solutions satisfying a minimum reliability threshold. A series of computational experiments contribute to illustrate the proposed methodology and its utility in practical risk management.

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