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Simulation

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Articles 1 - 30 of 303

Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Research On Uav Path Planning Method Based On Collision Free Trajectory, Jun Xie, Qi Zhang, Yanyun Peng, Haonan Shi, Dongyang Li, Xi Liu Mar 2026

Research On Uav Path Planning Method Based On Collision Free Trajectory, Jun Xie, Qi Zhang, Yanyun Peng, Haonan Shi, Dongyang Li, Xi Liu

Journal of System Simulation

Abstract: In view of the problems of poor quality, long time consumption, and low efficiency of the autonomous path planning method for unmanned aerial vehicles, a path planning method for unmanned aerial vehicles based on a collision-free trajectory was proposed. Under the premise of uncertainty, the time-related virtual points and collision threshold were set; the obstacle was modeled as a rectangle; the interest points around the rectangle were defined. The uncertainty optimization model between the unmanned aerial vehicles and the obstacle was established, so as to obtain the allowable edge of the collision-free trajectory of the unmanned aerial vehicles. The …


Predicting Simulation Times For Multiphase Thermal-Hydraulic Models, Andrew Yule, Andrew Taylor Nov 2025

Predicting Simulation Times For Multiphase Thermal-Hydraulic Models, Andrew Yule, Andrew Taylor

SMU Data Science Review

Addressing the challenge of computationally intensive OLGA

simulations in the oil and gas industry, a machine learning framework is

developed for accurate runtime prediction. A specialized feature extraction

pipeline identifies key parameters—such as simulation time, time step,

number of branches, and section count—from OLGA input files that serve as

high-impact predictors. Multiple predictive models, including regression,

tree-based ensembles, and neural networks, are implemented to validate

accuracy and robustness. Results reveal that prioritizing simulations based on

predicted runtimes optimizes licensing resources and reduces operational

costs, making real-time scheduling more efficient. This research demonstrates

the effectiveness of data-driven runtime prediction in enhancing …


Research On The Truth, Function And Common Principles Of Simulation, Haohua Xu, Bin Xiao, Yunhao Cui Sep 2025

Research On The Truth, Function And Common Principles Of Simulation, Haohua Xu, Bin Xiao, Yunhao Cui

Journal of System Simulation

Abstract: Simulation applications are becoming increasingly widespread and have a greater impact, while the theoretical foundation of simulation is relatively weak. This article provides a new definition of simulation by analyzing the common activities of simulation, which can include both virtual and real simulation forms; referring to Popper's three worlds theory, this paper discusses the objective authenticity of simulation from a philosophical perspective; From a methodological perspective, this paper elaborates on the methodological characteristics of simulation as an indirect cognitive object, revealing its significance in integrating human-machine intelligence and promoting knowledge evolution. It also discusses the common principles of simulation, …


Current Situation Of Simulation Course Offerings In Colleges And Universities In China And Abroad, Xiaogang Qiu, Zhengqiu Zhu, Kai Xu, Guanghong Gong Jul 2025

Current Situation Of Simulation Course Offerings In Colleges And Universities In China And Abroad, Xiaogang Qiu, Zhengqiu Zhu, Kai Xu, Guanghong Gong

Journal of System Simulation

Abstract: As fundamental teaching units, courses serve as vital carriers of disciplinary knowledge transmission and critical bridges for converting research outcomes into educational content. The construction of simulation courses plays a pivotal role in developing the simulation discipline. The inaugural "Intelligence+ " symposium on simulation discipline and specialty construction focused on exploring the current state of simulation courses and pedagogy in China while examining future development directions. This report presented the key findings and discussions from the symposium regarding simulation courses and pedagogy. The analysis covered four parts: first, an overview of simulation course offerings and characteristics at European and …


A Digital Twin Approach To Job Shop Scheduling: Simulation And Optimization In Anylogic, Alan Alejandro Corral Lopez May 2025

A Digital Twin Approach To Job Shop Scheduling: Simulation And Optimization In Anylogic, Alan Alejandro Corral Lopez

Open Access Theses & Dissertations

In complex manufacturing environments such as job shops, machine breakdowns and maintenance activities can significantly disrupt production flow, leading to delays, bottlenecks, and reduced throughput. This thesis presents the development of a digital twin for a job shop system using AnyLogic simulation software to evaluate the effectiveness of fallback routing logic, where jobs are dynamically rerouted to alternative machines when primary machines are unavailable due to scheduled and unscheduled events. The digital twin replicates real-world job shop conditions, incorporating variable job sequences, machine-specific processing times, and both preventive and corrective maintenance schedules. Two scenarios were compared: a baseline configuration with …


Real-Time Decision-Making During Maritime Chokepoint Disruption Using Digital Twin, Jared M. Orendorff Mar 2025

Real-Time Decision-Making During Maritime Chokepoint Disruption Using Digital Twin, Jared M. Orendorff

Theses and Dissertations

This research develops a digital twin of the global maritime shipping system to model disruptions in major shipping lanes like the Suez and Panama Canals. By incorporating live ship-tracking data, the model simulates closures, forecasts queue lengths, and determines the best rerouting options. Findings show that canal closures cause large traffic backlogs and increased congestion at alternative chokepoints, while rerouted ships may face higher piracy risks in regions like the Gulf of Guinea and the Strait of Malacca. This tool helps decision-makers respond effectively to maritime disruptions.


Island Nation Duress: Simulating Passive Peer-To-Peer Bluetooth Communication During Disaster Relief, Jason K. Medeiros Mar 2025

Island Nation Duress: Simulating Passive Peer-To-Peer Bluetooth Communication During Disaster Relief, Jason K. Medeiros

Theses and Dissertations

Pacific Islands under U.S. jurisdiction are highly vulnerable to natural disasters, yet many lack the infrastructure to effectively respond and recover. Clear communication during and after such events is critical for evacuation, hazard awareness, and first responders’ coordination. This research explores a simulation-based approach using Bluetooth communication to relay messages across Guam, assessing its efficiency through statistical analysis. By examining regional differences and geographic impacts on Bluetooth messaging, the study aims to identify key factors that enhance peer-to-peer communication for timely and effective disaster response.


Dynamic Loading Simulation Method For Large-Scale Spiking Neural Network, Jiawei Shen, Daye Cai, Guoqing Yang, Pan Lü, Hong Li Feb 2025

Dynamic Loading Simulation Method For Large-Scale Spiking Neural Network, Jiawei Shen, Daye Cai, Guoqing Yang, Pan Lü, Hong Li

Journal of System Simulation

Abstract: To address the problem of high GPU memory requirements in large-scale spiking neural network simulation, a dynamic loading simulation method for large-scale spiking neural networks is proposed. This method uses data movement at the sub-network granularity and utilizes the host memory as a larger memory pool to reduce the limitation of GPU memory on the model simulation scale, enabling large-scale spiking neural network simulation on a single GPU computer. The pipeline acceleration technique is adopted to reduce the impact of data movement on simulation speed. The simulation of a million-scale neural network is achieved in a single GPU experimental …


Simulation-Based Models For Postearthquake Response: A Survey And Research Directions, Abhijit Gosavi, Lauryn A. Spearing, Lesley H. Sneed Feb 2025

Simulation-Based Models For Postearthquake Response: A Survey And Research Directions, Abhijit Gosavi, Lauryn A. Spearing, Lesley H. Sneed

Engineering Management and Systems Engineering Faculty Research & Creative Works

Computer simulation is increasingly being used by emergency planners as a tool to improve disaster response given that it can model real-world scenarios, such as earthquakes. Although there has been an increase in simulation research focused on disaster response, much of this literature is from disparate fields and across disaster scenarios. To bridge this gap, this paper surveys simulation-based models for post-earthquake response from the year 2000 onward. Advantages of simulation over closed-form statistical models are discussed. Three main subproblems in post-earthquake response models are explored: (1) service distribution (e.g., food, water), (2) infrastructure restoration (at the building and transportation …


A Design And Analysis Of Computer Experiments Approach To Water Distribution Network Seismic Rehabilitation Optimization, Uthman Abiola Kareem Jan 2025

A Design And Analysis Of Computer Experiments Approach To Water Distribution Network Seismic Rehabilitation Optimization, Uthman Abiola Kareem

Industrial, Manufacturing, and Systems Engineering Dissertations - Archive

Water is an essential part of human life. However, there are critical infrastructures that enable water availability in communities and homes. One of such is a water distribution network. Water distribution network performance depends on its reliability, which could be threatened by external agents like earthquakes. When earthquakes occur, they cause damages on some pipes within the distribution network and this limits performance of water distribution network. While earthquakes cannot be prevented, effective maintenance intervention may reduce the impact of earthquakes on water distribution networks. In order to develop an effective maintenance plan, researchers approach it in different ways. However, …


Thermal Management For Optimal Performance Of Polymer Electrolyte Membrane Unitized Regenerative Fuel Cells, Mythy Tran, Ayodeji Demuren Jan 2025

Thermal Management For Optimal Performance Of Polymer Electrolyte Membrane Unitized Regenerative Fuel Cells, Mythy Tran, Ayodeji Demuren

Mechanical & Aerospace Engineering Faculty Publications

Hydrogen is an excellent carrier for energy storage and can be produced from various green and renewable sources. However, the cost of producing hydrogen and converting it to useful energy is much higher than fossil fuel and traditional energy generation and storage systems. Unitized regenerative fuel cells (URFC) maximize utilization of high-cost cells and their components, thus, lowering system capital cost. Improving the URFC efficiency is an effective way to lower its operating cost. This study evaluates utilization of waste heat during operation and recovery strategy to improve system efficiency of Proton Exchange Membrane (PEM) URFC. A COMSOL Multiphysics 3-D …


Development Of Electric Vehicle Charging Station Microgrid With Simulation Modelling, Tenzin Lhaden Aug 2024

Development Of Electric Vehicle Charging Station Microgrid With Simulation Modelling, Tenzin Lhaden

Open Access Theses & Dissertations

The rapid adoption of electric vehicles (EVs) necessitates innovative solutions to overcome challenges in energy management, sustainability, and grid reliance. This research develops a hybrid simulation model for EV charging stations, integrating renewable energy sources, such as solar photovoltaic (PV) systems, with energy storage systems (ESS). Leveraging discrete-event simulation (DES) and agent-based modeling (ABM) in AnyLogic, the model offers a comprehensive analysis of charging station operations, incorporating stochastic EV arrivals, dynamic energy allocation, and user-defined customization.Key contributions include the development of hybrid simulation model integrating solar PV, energy storage, and energy management systems (EMS) that dynamically optimizes energy distribution from …


An Emergency Response System To Assist The Movement Of Vehicles During Emergency Operations In Urban Transportation Networks, Jamal Nahofti Kohneh Aug 2024

An Emergency Response System To Assist The Movement Of Vehicles During Emergency Operations In Urban Transportation Networks, Jamal Nahofti Kohneh

All Dissertations

Emergency responders need to arrive at the emergency scene as soon as possible, but operating vehicles under emergency conditions can pose a risk to both the responders and other road users, potentially resulting in crashes or delays in emergency operations. In this research, an emergency response system is proposed to assist emergency and non-emergency response vehicles (ERVs and non-ERVs) during emergency operations in a connected vehicle environment. This system collects the information from connected ERVs and non-ERVs, utilizes this information as inputs in the proposed models, and sends instruction messages back to vehicles. The proposed models provide the fastest ERV …


Comparing North American Professional Sports League Season Formats Using Monte Carlo Simulation, Lathan Gregg May 2024

Comparing North American Professional Sports League Season Formats Using Monte Carlo Simulation, Lathan Gregg

Industrial Engineering Undergraduate Honors Theses

Each NFL, NBA, and MLB season consists of a regular season, in which teams play a set number of scheduled games and a playoff, in which qualifying teams compete for a championship. At the conclusion of each season, teams are ranked based on their performance throughout the season. This study aims to investigate the ability of each league's season format to accurately rank teams using Monte Carlo simulation. Matches between two teams are simulated by using the team’s assigned strength ranks to calculate a winning probability for each team. The winning probabilities are simulated with different skill values, dictating how …


Optimization Of Human Interactions In The College Campus Model Via Simio Integration, Benjamin E. Chaback Apr 2024

Optimization Of Human Interactions In The College Campus Model Via Simio Integration, Benjamin E. Chaback

Doctoral Dissertations and Master's Theses

College campuses are a significant part of life in some cities. Many students each year attend university, pursuing additional knowledge from faculty members. Both staff and faculty members rely on these students to have successful jobs and to ensure the university functions. Yet recently, more and more students are attending, leading to overcrowding, lower admission rates, and difficulty getting into good programs. Previous work exists on qualitative student affairs and quantitative retention data, yet little on using simulations to model this problem. This work aimed to (a) Determine the ability to successfully model human interactions/people flow on a college campus, …


Advanced Intermediate Manufacturing (Aim) Supply Chain Concepts Leading To Reduced Lead Times And Improved Responsiveness, Eric S. Draudt Mar 2024

Advanced Intermediate Manufacturing (Aim) Supply Chain Concepts Leading To Reduced Lead Times And Improved Responsiveness, Eric S. Draudt

Theses and Dissertations

This thesis investigates the optimization of the supply chain for key aircraft components, focusing on the implementation of Advanced Intermediate Manufacturing (AIM) production facilities. Utilizing anyLogistix, the study compares the current supply chain model based on Supply Chain Operations Wing (SCOW) data with various AIM production facility configurations: single, dual, quadruple, and three utilization-driven models (high, medium, and low). The findings demonstrate that integrating AIM production facilities significantly reduces lead times, with even a single facility dramatically cutting down the lead time from over 800 days to approximately 104 days. The utilization models further provide insights into operational flexibility under …


Strategy Optimization Method Of Multi-Dimension Projection Based On Deep Reinforcement Learning, Jing An, Guangya Si, Lei Zhang Jan 2024

Strategy Optimization Method Of Multi-Dimension Projection Based On Deep Reinforcement Learning, Jing An, Guangya Si, Lei Zhang

Journal of System Simulation

Abstract: Based on the perfect performance of deep reinforcement learning (DRL) in strategy optimization, this paper proposes a strategy optimization method of action taking the multi-dimension projection action as the main research object. The method combines the simulation experiment method with the DRL method. After analyzing the current situation of strategy optimization research, the deep learning framework is selected according to the research problems, and a DRL multi-dimension projection strategy model based on the asynchronous advantage actor-critic (A3C) algorithm is constructed. Through simulation experiments, the interactive learning between the DRL model and the simulation of "out of the loop" is …


Data Driven Trade-Off Analysis For Cybersecurity, Goskel Kucukkaya, Murat Ozer, Murat Balci, Emrah Ugurlu Jan 2024

Data Driven Trade-Off Analysis For Cybersecurity, Goskel Kucukkaya, Murat Ozer, Murat Balci, Emrah Ugurlu

Engineering Management & Systems Engineering Faculty Publications

Trade-off analysis, a specialization of systems engineering, addresses design criteria like security, cost, performance, and compliance. Monte Carlo simulations are commonly employed to generate impact scenarios for trade-off analysis combined with solution alternatives that accommodate industry-specific considerations and uncertainties. In the cyber domain, this paper proposes a methodology for data-driven trade-off analysis in cybersecurity, leveraging industry reports as primary data sources using confidentiality, integrity, and availability as trade-off analysis objectives. Distribution functions are derived to manage and model uncertainties for various industries. The approach given in this study aims to facilitate informed choices and to enhance cybersecurity decision making and …


A Simulation Model Analysis In The Us-Mexico Border, Carlo A. Zorola, Hiram Moya, Aditya Akundi Jan 2024

A Simulation Model Analysis In The Us-Mexico Border, Carlo A. Zorola, Hiram Moya, Aditya Akundi

Manufacturing & Industrial Engineering Faculty Publications

Supply Chain (SC) is the flow of goods or services between supply and demand points. New or innovative strategies in SC have been researched and developed to deal with disruptive events, such as COVID-19, hurricanes, geopolitical, and even climate change. These challenges create supply imbalances, logistical challenges, and policy restrictions for transborder commerce. The DHS has implemented the Free and Secure Trade (FAST) program in both the US-Mexico and US-Canada border. These lanes are dedicated queues for commercial vehicles. In 2022, the government of Nuevo León, México, opened a dedicated lane just for Tesla´s northbound commercial traffic. There has been …


Reliability Modeling And Improvement Of Critical Infrastructures: Theory, Simulation, And Computational Methods, José Carlos Hernández Azucena Dec 2023

Reliability Modeling And Improvement Of Critical Infrastructures: Theory, Simulation, And Computational Methods, José Carlos Hernández Azucena

Graduate Theses and Dissertations

This dissertation presents a framework for developing data-driven tools to model and improve the performance of Interconnected Critical Infrastructures (ICIs) in multiple contexts. The importance of ICIs for daily human activities and the large volumes of data in continuous generation in modern industries grant relevance to research efforts in this direction. Chapter 2 focuses on the impact of disruptions in Multimodal Transportation Networks, which I explored from an application perspective. The outlined research directions propose exploring the combination of simulation for decision-making with data-driven optimization paradigms to create tools that may provide stakeholders with optimal policies for a wide array …


Cloud-Edge Collaborative Service Architecture For Lvc Training System, Peng Yong, Miao Zhang, Yue Hu Sep 2023

Cloud-Edge Collaborative Service Architecture For Lvc Training System, Peng Yong, Miao Zhang, Yue Hu

Journal of System Simulation

Abstract: LVC training, an important means of military training, has received great attention from military and M&S experts. As the virtual and physical elements become more abundant and deeply integrated, LVC training systems become increasingly complex. Aiming at physical-virtual connection, information interaction, simulation computation, run-time control, etc., this paper designs a cloud-edge collaborative service architecture for LVC training systems (CESA-LVC) by reference to cyber-physical systems and cloud-edge computing architectures. CESA-LVC standardizes the structures of LVC training systems from several aspects of intelligent real-time interconnection, joint simulation computation, training auxiliary service, training cognitive decision, and dynamic configuration optimization. It provides a …


Topological Interpolation Method For Modeling Dynamic Systems, Isamiddin Xakimovich Siddikov, Dilnoza Maxamadjanovna Umurzakova Jun 2023

Topological Interpolation Method For Modeling Dynamic Systems, Isamiddin Xakimovich Siddikov, Dilnoza Maxamadjanovna Umurzakova

Chemical Technology, Control and Management

The method of simulation structural-complex continuous-discrete control systems is discussed. For simulation and calculation of dynamic processes in continuous-discrete systems topological interpolation method is proposed, based on application of hybrid methods of space of state variables and interpolation of signals. The essence of the method is that the dynamics of the investigated system, considered at the final interval, is broken down into subintervals, on each of which the processes are described by linear ordinary system differential equations. The computational efficiency of the proposed method was evaluated by comparison with standard methods such as the Runge-Kutta-Merson method. The use of this …


Resources Based Planning Framework For Infrastructure Maintenance And Rehabilitation Projects, Heba Gad Jun 2023

Resources Based Planning Framework For Infrastructure Maintenance And Rehabilitation Projects, Heba Gad

Theses and Dissertations

Infrastructure maintenance and rehabilitation projects involve activities scattered over a large geographical area (e.g., scattered road segments maintenance, telecom towers maintenance program, etc.). Planning such projects require a resource-based approach that accounts for the implications of resource mobility between activities’ locations in terms of time & cost. Existing scheduling techniques fall short of addressing the unique challenges of the scattered nature of these projects in combination with organization's limited resources availability. To address this need, this research presents a resources-based planning framework for infrastructure maintenance and rehabilitation scattered projects with the objective of enhancing resources utilization achieving time and cost …


Stochastic Optimization To Reduce Aircraft Taxi-In Time At Igia, New Delhi, Rajib Das, Saileswar Ghosh, Rajendra Desai, Pijus Kanti Bhuin, Stuti Agarwal Jan 2023

Stochastic Optimization To Reduce Aircraft Taxi-In Time At Igia, New Delhi, Rajib Das, Saileswar Ghosh, Rajendra Desai, Pijus Kanti Bhuin, Stuti Agarwal

International Journal of Aviation, Aeronautics, and Aerospace

Since there is an uncertainty in the arrival times of flights, pre-scheduled allocation of runways and stands and the subsequent first-come-first-served treatment results in a sub-optimal allocation of runways and stands, this is the prime reason for the unusual delays in taxi-in times at IGIA, New Delhi.

We simulated the arrival pattern of aircraft and utilized stochastic optimization to arrive at the best runway-stands allocation for a day. Optimization is done using a GRG Non-Linear algorithm in the Frontline Systems Analytic Solver platform. We applied this model to eight representative scenarios of two different days. Our results show that without …


Evaluating Electrification Of Fossil Fuel-Fired Boilers For Decarbonization Using Discrete Event Simulation, Nahian Ismail Chowdhury Jan 2023

Evaluating Electrification Of Fossil Fuel-Fired Boilers For Decarbonization Using Discrete Event Simulation, Nahian Ismail Chowdhury

Graduate Theses, Dissertations, and Problem Reports (ETD)

Decarbonizing fossil fuel usage is crucial in mitigating the impacts of climate change. CO2, which comprises the major portion of greenhouse gas, is emitted from burning fossil fuels. One of the significant sources of fossil fuel user is industrial process heating, and most of the heating in industrial processes is achieved through boilers. Electrification is a promising solution for decarbonizing these boilers, as it enables renewable energy sources to generate electricity, which can then be used to power the electric boilers. The electrification of boilers can reduce greenhouse gas emissions, improve air quality, and increase energy efficiency. However, it requires …


Simulating Emergency Evacuation Response In An Auditorium Space, Anna Lee Dec 2022

Simulating Emergency Evacuation Response In An Auditorium Space, Anna Lee

Industrial Engineering Undergraduate Honors Theses

The successful execution of emergency evacuations is very important for the protection of the public. Some emergency events, such as fires, can occur with very little warning and turn into a dangerous situation in less than a minute. With high population densities, universities have increased risk involved with evacuations. One specific area that presents high risk is auditorium spaces such as lecture halls with high densities combined with added barriers such as tables and chairs. The ability to assess a building’s emergency preparedness is necessary for keeping the public safe. Simulation is a way to conduct a theoretical event and …


Analyzing The Supply Chain Operation Of A Fast-Food Restaurant Using Simulation Modeling And Developing A Cost Estimation Optimization Model In The Disruption Period, Amit Kumar Saha Dec 2022

Analyzing The Supply Chain Operation Of A Fast-Food Restaurant Using Simulation Modeling And Developing A Cost Estimation Optimization Model In The Disruption Period, Amit Kumar Saha

Open Access Theses & Dissertations

Supply chain operation performance is a much-discussed topic over the last decade which will lead to optimizing the resources required to provide the necessary level of customer service to a specific segment and improve customer service through increased product availability and reduced order cycle time. During disruption in supply chain, performance parameter changes, and the overall supply chain cost at each stage increases. External factors such as labor shortages, delayed and costly supplies, and decreased demand also contribute to this cost. This thesis work presents a research-focused analysis of a small pizza shop, under circumstances that include the loss of …


Essays On Perioperative Services Problems In Healthcare, Amogh S. Bhosekar Dec 2022

Essays On Perioperative Services Problems In Healthcare, Amogh S. Bhosekar

All Dissertations

One of the critical challenges in healthcare operations management is to efficiently utilize the expensive resources needed while maintaining the quality of care provided. Simulation and optimization methods can be effectively used to provide better healthcare services. This can be achieved by developing models to minimize patient waiting times, minimize healthcare supply chain and logistics costs, and maximize access. In this proposal, we study some of the important problems in healthcare operations management. More specifically, we focus on perioperative services and study scheduling of operating rooms (ORs) and management of necessary resources such as staff, equipment, and surgical instruments. We …


Using Strategic Options Development And Analysis (Soda) To Understand The Simulation Accessibility Problem, Andrew J. Collins, Ying Thaviphoke, Antuela A. Tako Nov 2022

Using Strategic Options Development And Analysis (Soda) To Understand The Simulation Accessibility Problem, Andrew J. Collins, Ying Thaviphoke, Antuela A. Tako

Engineering Management & Systems Engineering Faculty Publications

Simulation modelling is applied to a wide range of problems, including defense and healthcare. However, there is a concern within the simulation community that there is a limited use and implementation of simulation studies in practice. This suggests that despite its benefits, simulation may not be reaching its potential in making a real-world impact. The main reason for this could be that simulation tools are not widely accessible in industry. In this paper, we investigate the issues that affect simulation modelling accessibility through a workshop with simulation practitioners. We use Strategic Options Development and Analysis (SODA), a problem-structuring approach that …


Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li Aug 2022

Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li

Dissertations

Many application areas employ various risk measures, such as a quantile, to assess risks. For example, in finance, risk managers employ a quantile to help determine appropriate levels of capital needed to be able to absorb (with high probability) large unexpected losses in credit portfolios comprising loans, bonds, and other financial instruments subject to default. This dissertation discusses the computation of risk measures in finance and parallel real-time scheduling.

Firstly, two estimation approaches are compared for one risk measure, a quantile, via randomized quasi-Monte Carlo (RQMC) in an asymptotic setting where the number of randomizations for RQMC grows large, but …