Browsing by Author "Alrefaei, Mahmoud H."
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An adaptive Monte Carlo integration algorithm with general division approach
Alrefaei, Mahmoud H.; Abdul-Rahmanb, Houssam M. ( Elsevier , 2007 , Article)We propose an adaptive Monte Carlo algorithm for estimating multidimensional integrals over a hyper-rectangular region. The algorithm uses iteratively the idea of separating the domain of integration into 2ssubregions. The ... -
A simulated annealing technique for multi-objective simulation optimization
Alrefaei, Mahmoud H.; Diabat, Ali H. ( Elsevier , 2009 , Article)In this paper, we present a simulated annealing algorithm for solving multi-objective simulation optimization problems. The algorithm is based on the idea of simulated annealing with constant temperature, and uses a rule ...