×

ACM Transactions on Modeling and Computer Simulation

Short Title: ACM Trans. Model. Comput. Simul.
Publisher: Association for Computing Machinery (ACM), New York, NY
ISSN: 1049-3301; 1558-1195/e
Online: https://dl.acm.org/loi/tomacs
http://dl.acm.org/citation.cfm?id=J781
Comments: Journal
Documents Indexed: 499 Publications (since 1991)
References Indexed: 144 Publications with 5,941 References.
all top 5

Latest Issues

34, No. 4 (2024)
34, No. 3 (2024)
34, No. 2 (2024)
34, No. 1 (2024)
33, No. 4 (2023)
33, No. 3 (2023)
33, No. 1-2 (2023)
32, No. 4 (2022)
32, No. 3 (2022)
32, No. 2 (2022)
32, No. 1 (2022)
31, No. 4 (2021)
31, No. 3 (2021)
31, No. 2 (2021)
31, No. 1 (2021)
30, No. 4 (2020)
30, No. 3 (2020)
30, No. 2 (2020)
30, No. 1 (2020)
29, No. 4 (2019)
29, No. 3 (2019)
29, No. 2 (2019)
29, No. 1 (2019)
28, No. 4 (2018)
28, No. 3 (2018)
28, No. 2 (2018)
28, No. 1 (2018)
27, No. 4 (2017)
27, No. 3 (2017)
27, No. 2 (2017)
27, No. 1 (2017)
26, No. 4 (2016)
26, No. 3 (2016)
26, No. 2 (2016)
26, No. 1 (2015)
25, No. 4 (2015)
25, No. 3 (2015)
25, No. 2 (2015)
25, No. 1 (2015)
24, No. 4 (2014)
24, No. 3 (2014)
24, No. 2 (2014)
24, No. 1 (2014)
23, No. 4 (2013)
23, No. 3 (2013)
23, No. 2 (2013)
23, No. 1 (2013)
22, No. 4 (2012)
22, No. 3 (2012)
22, No. 2 (2012)
22, No. 1 (2011)
21, No. 4 (2011)
21, No. 3 (2011)
21, No. 2 (2011)
21, No. 1 (2010)
20, No. 4 (2010)
20, No. 3 (2010)
20, No. 2 (2010)
20, No. 1 (2010)
19, No. 4 (2009)
19, No. 3 (2009)
19, No. 2 (2009)
19, No. 1 (2008)
18, No. 4 (2008)
18, No. 3 (2008)
18, No. 2 (2008)
18, No. 1 (2007)
17, No. 4 (2007)
17, No. 3 (2007)
17, No. 2 (2007)
17, No. 1 (2007)
16, No. 4 (2006)
16, No. 3 (2006)
16, No. 2 (2006)
16, No. 1 (2006)
15, No. 4 (2005)
15, No. 3 (2005)
15, No. 2 (2005)
15, No. 1 (2005)
14, No. 4 (2004)
14, No. 3 (2004)
14, No. 1 (2004)
13, No. 4 (2003)
13, No. 3 (2003)
13, No. 2 (2003)
13, No. 1 (2003)
12, No. 4 (2002)
12, No. 2 (2002)
12, No. 1 (2002)
11, No. 4 (2001)
11, No. 3 (2001)
11, No. 2 (2001)
11, No. 1 (2001)
10, No. 4 (2000)
10, No. 3 (2000)
10, No. 2 (2000)
10, No. 1 (2000)
9, No. 4 (1999)
9, No. 3 (1999)
9, No. 2 (1999)
...and 31 more Volumes
all top 5

Authors

17 Glynn, Peter W.
15 Nelson, Barry L.
12 Henderson, Shane G.
12 L’Ecuyer, Pierre
10 Andradóttir, Sigrún
9 Nakayama, Marvin K.
8 Juneja, Sandeep
7 Bhatnagar, Shalabh
7 Goldsman, David M.
7 Heidelberger, Philip
7 Kim, Seong-Hee
7 Matsumoto, Makoto
6 Alexopoulos, Christos
6 Cai, Wentong
6 Fishwick, Paul A.
6 Hörmann, Wolfgang
6 Nicol, David M.
6 Tuffin, Bruno
5 Blanchet, Jose H.
5 Calvin, James M.
5 Hillston, Jane
5 Lin, Yi-Bing
5 Mandjes, Michel Robertus Hendrikus
5 Ng, Szu Hui
5 Niederreiter, Harald
5 Pasupathy, Raghu
5 Shahabuddin, Perwez
4 Casale, Giuliano
4 Derflinger, Gerhard
4 Fu, Michael C.
4 Ghosh, Soumyadip
4 Leydold, Josef
4 Nicola, Victor F.
4 Owen, Art B.
4 Schruben, Lee W.
4 Staum, Jeremy
4 Tezuka, Shu
4 Uhrmacher, Adelinde M.
4 Vázquez-Abad, Felisa J.
4 Wilson, James R.
4 Xie, Wei
4 Yucesan, Enver
3 Bagrodia, Rajive L.
3 Chen, Chun-Hung
3 Chen, Xi
3 Cheng, Russell C. H.
3 Couture, Raymond
3 Dassios, Angelos
3 Devroye, Luc P. J. A.
3 Eichenauer-Herrmann, Jürgen
3 Fujimoto, Richard M.
3 Haas, Peter J.
3 Hult, Henrik
3 Hunter, Susan R.
3 Jefferson, David R.
3 Kurita, Yoshiharu
3 Leder, Kevin
3 Lubachevsky, Boris D.
3 Nutaro, James J.
3 Page, Ernest H.
3 Qu, Yan
3 Reynolds, Paul F. jun.
3 Sanchez, Susan M.
3 Schmeiser, Bruce Wayne
3 Song, Eunhye
3 Wainer, Gabriel A.
3 Wang, Hui
3 Whitt, Ward
3 Zhou, Enlu
2 Andrew, Lachlan L. H.
2 Ankenman, Bruce E.
2 Barnes, Peter D. jun.
2 Barton, Paul I.
2 Bergmann, Soeren
2 Branke, Jürgen
2 Broniatowski, Michel
2 Chen, Nan
2 Chick, Stephen E.
2 Crommelin, Daan T.
2 Das, Samir Ranjan
2 de Boer, Pieter-Tjerk
2 Deng, Lih-Yuan
2 Devetsikiotis, Michael
2 Dupuis, Paul G.
2 Eckman, David J.
2 Entacher, Karl
2 Esposito, Joel M.
2 Feldkamp, Niclas
2 Fort, Gersende
2 Glasserman, Paul
2 Goh, Rick Siow Mong
2 Greenberg, Albert G.
2 Hahn, Ernst Moritz
2 Heidergott, Bernd F.
2 Hermanns, Holger
2 Hong, Liu Jeff
2 Hu, Jiaqiao
2 Jacobson, Sheldon H.
2 Jasra, Ajay
2 Kawai, Reiichiro
...and 805 more Authors

Publications by Year

Citations contained in zbMATH Open

320 Publications have been cited 2,510 times in 1,844 Documents Cited by Year
Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. Zbl 0917.65005
Matsumoto, Makoto; Nishimura, Takuji
390
1998
Fast simulation of rare events in queueing and reliability models. Zbl 0843.62096
Heidelberger, Philip
67
1995
A fully sequential procedure for indifference-zone selection in simulation. Zbl 1490.62207
Kim, Seong-Hee; Nelson, Barry L.
67
2001
Random variate generation for exponentially and polynomially tilted stable distributions. Zbl 1390.65008
Devroye, Luc
57
2009
Implementation and tests of low-discrepancy sequences. Zbl 0846.11044
Bratley, Paul; Fox, Bennett L.; Niederreiter, Harald
54
1992
Latin supercube sampling for very high-dimensional simulations. Zbl 0917.65022
Owen, Art B.
45
1998
Stationarity detection in the initial transient problem. Zbl 0842.68106
Asmussen, Søren; Glynn, Peter W.; Thorisson, Hermann
37
1992
A search for good multiple recursive random number generators. Zbl 0842.65004
L’Ecuyer, Pierre; Blouin, François; Couture, Raymond
35
1993
Analysis of an importance sampling estimator for tandem queues. Zbl 0841.62083
Glasserman, Paul; Kou, Shing-Gang
32
1995
Better estimation of small Sobol’ sensitivity indices. Zbl 1490.62192
Owen, Art B.
32
2013
Variable-sample methods for stochastic optimization. Zbl 1390.65003
Homem-De-Mello, Tito
31
2003
The mean square discrepancy of randomized nets. Zbl 0887.65030
Hickernell, Fred J.
30
1996
Polynomial arithmetic analogue of Halton sequences. Zbl 0846.11045
Tezuka, Shu
29
1993
Variance with alternative scramblings of digital nets. Zbl 1390.65037
Owen, Art B.
29
2003
Modeling, simulation, sensitivity analysis, and optimization of hybrid systems. Zbl 1390.93118
Barton, Paul I.; Lee, Cha Kun
26
2002
State event location in differential-algebraic models. Zbl 0887.65075
Park, Taeshin; Barton, Paul I.
25
1996
Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation. Zbl 1386.65034
Xu, Jie; Nelson, Barry L.; Hong, Jeff L.
25
2010
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review. Zbl 1369.91191
Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu
24
2014
Stochastically constrained ranking and selection via SCORE. Zbl 1371.65059
Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung
24
2015
Sampling exponentially tilted stable distributions. Zbl 1386.65051
Hofert, Marius
24
2011
Behavior of the NORTA method for correlated random vector generation as the dimension increases. Zbl 1390.65009
Ghosh, Soumyadip; Henderson, Shane G.
23
2003
A Bernoulli factory. Zbl 0844.60008
Keane, M. S.; O’Brien, George L.
22
1994
Twisted GFSR generators. II. Zbl 0849.94015
Matsumoto, Makoto; Kurita, Yoshiharu
21
1994
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
21
2007
Finding feasible systems in the presence of constraints on multiple performance measures. Zbl 1384.90056
Batur, Demet; Kim, Seong-Hee
19
2010
Simulating heavy tailed processes using delayed hazard rate twisting. Zbl 1390.65033
Juneja, Sandeep; Shahabuddin, Perwez
19
2002
The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174
Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L.
18
2012
Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration. Zbl 1386.65167
Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W.
18
2013
Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002
Dupuis, Paul; Leder, Kevin; Wang, Hui
18
2007
Twisted GFSR generators. Zbl 0849.94014
Matsumoto, Makoto; Kurita, Yoshiharu
17
1992
Efficient and portable combined Tausworthe random number generators. Zbl 0844.65003
Tezuka, Shu; L’Ecuyer, Pierre
16
1991
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
16
2009
Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey. Zbl 1390.65025
Swisher, James R.; Jacobson, Sheldon H.; Yücesan, Enver
16
2003
A combined procedure for optimization via simulation. Zbl 1390.65024
Pichitlamken, Juta; Nelson, Barry L.
16
2003
A survey of statistical model checking. Zbl 1542.68091
Agha, Gul; Palmskog, Karl
15
2018
Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113
Love, David; Bayraksan, Güzin
14
2015
The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054
Pasupathy, Raghu; Kim, Sujin
14
2011
On the xorshift random number generators. Zbl 1390.65015
Panneton, François; L’Ecuyer, Pierre
14
2005
Multilevel sequential Monte Carlo samplers for normalizing constants. Zbl 1515.62025
del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
14
2017
Pseudorandom vector generation by the inversive method. Zbl 0847.11039
Niederreiter, Harald
13
1994
Efficient and portable multiple recursive generators of large order. Zbl 1198.65025
Deng, Lih-Yuan
13
2005
Gradient estimation for discrete-event systems by measure-valued differentiation. Zbl 1384.90097
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Pflug, Georg; Farenhorst-Yuan, Taoying
13
2010
Random variate generation by numerical inversion when only the density is known. Zbl 1386.65028
Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef
13
2010
Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015
Chu, Fang; Nakayama, Marvin K.
13
2012
Cross-entropy and rare events for maximal cut and partition problems. Zbl 1390.90482
Rubinstein, Reuven Y.
13
2002
A system of high-dimensional, efficient, long-cycle and portable uniform random number generators. Zbl 1198.65026
Deng, Lih-Yuan; Xu, Hongquan
12
2003
A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 1490.62210
Amrein, Michael; Künsch, Hans R.
12
2011
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. Zbl 1322.68251
Nakayama, Marvin K.
11
2014
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. Zbl 1386.65019
Kawai, Reiichiro
11
2010
On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 1490.62211
Blanchet, Jose; Glynn, Peter; Leder, Kevin
11
2012
Simulating Lévy processes from their characteristic functions and financial applications. Zbl 1384.60081
Chen, Zisheng; Feng, Liming; Lin, Xiong
11
2012
Continuous random variate generation by fast numerical inversion. Zbl 1390.65010
Hörmann, Wolfgang; Leydold, Josef
11
2003
Simulation run lengths to estimate blocking probabilities. Zbl 1391.90198
Srikant, Rayadurgam; Whitt, Ward
11
1996
An introduction to multiobjective simulation optimization. Zbl 1544.90175
Hunter, Susan R.; Applegate, Eric A.; Arora, Viplove; Chong, Bryan; Cooper, Kyle; Rincón-Guevara, Oscar; Vivas-Valencia, Carolina
11
2019
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators. Zbl 0843.65003
Tezuka, Shu; L’Ecuyer, Pierre; Couture, Raymond
10
1993
A new inversive congruential pseudorandom number generator with power of two modulus. Zbl 0844.11051
Eichenauer-Herrmann, Jürgen; Grothe, Holger
10
1992
Analysis of parallel replicated simulations under a completion time constraint. Zbl 0842.65099
Glynn, Peter W.; Heidelberger, Philip
10
1991
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
10
2010
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045
Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng
10
2003
Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. Zbl 1390.65005
Lee, Shing-Hoi; Glynn, Peter W.
10
2003
Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization. Zbl 1390.65019
Bhatnagar, Shalabh
10
2005
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020
Bhatnagar, Shalabh
10
2007
Parametrized Adomian decomposition method with optimum convergence. Zbl 1515.65216
Turkyilmazoglu, Mustafa
10
2017
Bounded relative error is estimating transient measures of highly dependable non-Markovian systems. Zbl 0842.68116
Heidelberger, Philip; Shahabuddin, Perwez; Nicola, Victor F.
9
1994
Stochastic kriging with biased sample estimates. Zbl 1322.68248
Chen, Xi; Kim, Kyoung-Kuk
9
2014
Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062
Ng, Szu Hui; Yin, Jun
9
2012
Modeling and generating multivariate time-series input processes using a vector autoregressive technique. Zbl 1390.65021
Biller, Bahar; Nelson, Barry L.
9
2003
Comparison with a standard via fully sequential procedures. Zbl 1478.62130
Kim, Seong-Hee
9
2005
Random variate generation for multivariate unimodal densities. Zbl 0917.65004
Devroye, Luc
8
1997
A qualitative simulation approach for fuzzy dynamical models. Zbl 0842.68118
Bonarini, Andrea; Bontempi, Gianluca
8
1994
Variance reduction through smoothing and control variates for Markov chain simulations. Zbl 0846.60071
Andradóttir, Sigrún; Heyman, Daniel P.; Ott, Teunis J.
8
1993
A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066
Esposito, Joel M.; Kumar, Vijay
8
2007
Efficient rare event simulation for heavy-tailed compound sums. Zbl 1384.62027
Blanchet, Jose; Li, Chenxin
8
2011
Constructing nearly orthogonal Latin hypercubes for any nonsaturated run-variable combination. Zbl 1458.62173
Hernandez, Alejandro S.; Lucas, Thomas W.; Carlyle, Matthew
8
2012
Massive parallelization of serial inference algorithms for a complex generalized linear model. Zbl 1386.65065
Suchard, Marc A.; Simpson, Shawn E.; Zorych, Ivan; Ryan, Patrick; Madigan, David
8
2013
To batch or not to batch? Zbl 1390.65018
Alexopoulos, Christos; Goldsman, David
8
2004
Confidence intervals using orthonormally weighted standardized time series. Zbl 1392.62262
Foley, Robert D.; Goldsman, David
8
1999
Accelerating the convergence of random search methods for discrete stochastic optimization. Zbl 1391.65019
Andradóttir, Sigrún
8
1999
Bad subsequences of well-known linear congruential pseudorandom number generators. Zbl 0917.65006
Entacher, Karl
7
1998
Selection procedures for simulations with multiple constraints under independent and correlated sampling. Zbl 1322.68250
Healey, Christopher; Andradóttir, Sigrún; Kim, Seong-Hee
7
2014
PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314
Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea
7
2016
Simulation optimization using the cross-entropy method with optimal computing budget allocation. Zbl 1386.65163
He, Donghai; Lee, Loo Hay; Chen, Chun-Hung; Fu, Michael C.; Wasserkrug, Segev
7
2010
The double CFTP method. Zbl 1386.65048
Devroye, Luc; James, Lancelot F.
7
2011
An analysis of a variation of hit-and-run for uniform sampling from general regions. Zbl 1386.65020
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B.
7
2011
Exact sampling of stationary and time-reversed queues. Zbl 1384.90025
Blanchet, Jose; Wallwater, Aya
7
2015
Calculation of confidence intervals for simulation output. Zbl 1478.62068
Cheng, R. C. H.; Holland, W.
7
2004
ASAP3: a batch means procedure for steady-state simulation analysis. Zbl 1478.62244
Steiger, Natalie M.; Lada, Emily K.; Wilson, James R.; Joines, Jeffrey A.; Alexopoulos, Christos; Goldsman, David
7
2005
Analysis of state-independent importance-sampling measures for the two-node tandem queue. Zbl 1390.90270
de Boer, Pieter Tjerk
7
2006
Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249
Nicola, Victor F.; Zaburnenko, Tatiana S.
7
2007
Common defects in initialization of pseudorandom number generators. Zbl 1390.65013
Matsumoto, Makoto; Wada, Isaku; Kuramoto, Ai; Ashihara, Hyo
7
2007
Green simulation: reusing the output of repeated experiments. Zbl 1515.90014
Feng, Mingbin; Staum, Jeremy
7
2017
Exact simulation of a truncated Lévy subordinator. Zbl 1544.60010
Dassios, Angelos; Lim, Jia Wei; Qu, Yan
7
2020
Digital inversive pseudorandom numbers. Zbl 0847.11038
Eichenauer-Herrmann, Jürgen; Niederreiter, Harald
6
1994
Massively parallel and distributed simulation of a class of discrete event systems: A different perspective. Zbl 0842.68108
Vakili, Pirooz
6
1992
A unifying framework for distributed simulation. Zbl 0842.68101
Bagrodia, R.; Chandy, K. M.; Liao, Wen Toh
6
1991
A time-division algorithm for parallel simulation. Zbl 0842.68094
Lin, Yi-Bing; Lazowska, Edward D.
6
1991
Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011
Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena
6
2014
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno
6
2016
Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159
Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar
6
2011
Evolutionary optimization of low-discrepancy sequences. Zbl 1386.65162
De Rainville, François-Michel; Gagné, Christian; Teytaud, Olivier; Laurendeau, Denis
6
2012
Selection of the best in the presence of subjective stochastic constraints. Zbl 1548.90030
Zhou, Yuwei; Andradóttir, Sigrún; Kim, Seong-Hee
1
2024
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation. Zbl 1548.62117
Su, Ziwei; Pasupathy, Raghu; Yeh, Yingchieh; Glynn, Peter
1
2024
Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods. Zbl 1548.65023
Nakayama, Marvin K.; Tuffin, Bruno
1
2024
Batching adaptive variance reduction. Zbl 1515.65015
Song, Chenxiao; Kawai, Reiichiro
2
2023
Efficient simulation of sparse graphs of point processes. Zbl 1515.60145
Mascart, Cyrille; Hill, David; Muzy, Alexandre; Reynaud-Bouret, Patricia
1
2023
Estimating multiclass service demand distributions using Markovian arrival processes. Zbl 1515.60296
Wang, Runan; Casale, Giuliano; Filieri, Antonio
1
2023
Virtual time III. I: Unified virtual time synchronization for parallel discrete event simulation. Zbl 07944960
Jefferson, David R.; Barnes, Peter jun.
2
2022
Virtual time III. II: Combining conservative and optimistic synchronization. Zbl 07944961
Jefferson, David R.; Barnes, Peter D.
2
2022
Drawing random floating-point numbers from an interval. Zbl 1548.65027
Goualard, Frédéric
1
2022
Bayesian optimisation vs. input uncertainty reduction. Zbl 1548.90029
Ungredda, Juan; Pearce, Michael; Branke, Juergen
1
2022
A general framework to simulate diffusions with discontinuous coefficients and local times. Zbl 1548.65036
Ding, Kailin; Cui, Zhenyu
1
2022
Falsification of hybrid systems using adaptive probabilistic search. Zbl 1542.68096
Ernst, Gidon; Sedwards, Sean; Zhang, Zhenya; Hasuo, Ichiro
2
2021
Global-local metamodel-assisted stochastic programming via simulation. Zbl 1542.90137
Xie, Wei; Yi, Yuan; Zheng, Hua
1
2021
State-space construction of hybrid Petri nets with multiple stochastic firings. Zbl 1542.68106
Hüls, Jannik; Pilch, Carina; Schinke, Patricia; Niehaus, Henner; Delicaris, Joanna; Remke, Anne
1
2021
Bias-corrected estimation of the density of a conditional expectation in nested simulation problems. Zbl 1542.62058
Yang, Ran; Kent, David; Apley, Daniel W.; Staum, Jeremy; Ruppert, David
1
2021
Improved penalty function with memory for stochastically constrained optimization via simulation. Zbl 1542.62013
Han, Jungmin; Kim, Seong-Hee; Park, Chuljin
1
2021
Exact simulation of a truncated Lévy subordinator. Zbl 1544.60010
Dassios, Angelos; Lim, Jia Wei; Qu, Yan
7
2020
Risk quantification in stochastic simulation under input uncertainty. Zbl 1544.62317
Zhu, Helin; Liu, Tianyi; Zhou, Enlu
3
2020
Knowledge discovery in simulation data. Zbl 1544.62290
Feldkamp, Niclas; Bergmann, Soeren; Strassburger, Steffen
2
2020
Enhancing response predictions with a joint Gaussian process model for stochastic simulation models. Zbl 1544.62306
Wang, Songhao; Ng, Szu hui
1
2020
Omnithermal perfect simulation for multi-server queues. Zbl 1544.60009
Connor, Stephen
1
2020
Modeling resources to simulate business process reliability. Zbl 1544.90065
Bocciarelli, Paolo; D’Ambrogio, Andrea; Giglio, Andrea; Paglia, Emiliano
1
2020
Toward a theory of superdense time in simulation models. Zbl 1545.93035
Nutaro, James
1
2020
Inhomogeneous CTMC birth-and-death models solved by uniformization with steady-state detection. Zbl 1544.60081
Burak, Maciej Rafal; Korytkowski, Przemyslaw
1
2020
Dimensionally aware multi-objective genetic programming for automatic crowd behavior modeling. Zbl 1544.90179
Li, D.; Zhong, J.
1
2020
Data farming: methods for the present, opportunities for the future. Zbl 1544.62389
Sanchez, Susan M.
1
2020
An integrated method for simultaneous calibration and parameter selection in computer models. Zbl 1544.62307
Yuan, Jun; Ng, Szu Hui
1
2020
An introduction to multiobjective simulation optimization. Zbl 1544.90175
Hunter, Susan R.; Applegate, Eric A.; Arora, Viplove; Chong, Bryan; Cooper, Kyle; Rincón-Guevara, Oscar; Vivas-Valencia, Carolina
11
2019
Fast random integer generation in an interval. Zbl 1544.65022
Lemire, Daniel
3
2019
Interval Markov decision processes with multiple objectives: from robust strategies to Pareto curves. Zbl 1544.90205
Hahn, Ernst Moritz; Hashemi, Vahid; Hermanns, Holger; Lahijanian, Morteza; Turrini, Andrea
3
2019
Towards data-driven simulation modeling for mobile agent-based systems. Zbl 1544.93003
Keller, Nicholas; Hu, Xiaolin
2
2019
Ranking and selection: a new sequential Bayesian procedure for use with common random numbers. Zbl 1544.62221
Görder, Bjürn; Kolonko, Michael
2
2019
Infinite swapping using IID samples. Zbl 1544.60077
Dupuis, Paul; Wu, Guo-jhen; Snarski, Michael
1
2019
Statistical abstraction for multi-scale spatio-temporal systems. Zbl 1544.62388
Michaelides, Michalis; Hillston, Jane; Sanguinetti, Guido
1
2019
A survey of statistical model checking. Zbl 1542.68091
Agha, Gul; Palmskog, Karl
15
2018
Design and verification of trusted collective adaptive systems. Zbl 1542.68092
Aldini, Alessandro
4
2018
SCORE allocations for bi-objective ranking and selection. Zbl 1542.90216
Feldman, Guy; Hunter, Susan R.
3
2018
Efficient simulation for expectations over the union of half-spaces. Zbl 1542.65006
Ahn, Dohyun; Kim, Kyoung-Kuk
3
2018
Exact simulation for a class of tempered stable and related distributions. Zbl 1542.60035
Dassios, Angelos; Qu, Yan; Zhao, Hongbiao
2
2018
Controlling the time discretization bias for the supremum of Brownian motion. Zbl 1542.65009
Bisewski, Krzysztof; Crommelin, Daan; Mandjes, Michel
2
2018
Reusing search data in ranking and selection. What could possibly go wrong? Zbl 1542.62049
Eckman, David J.; Henderson, Shane G.
1
2018
A role-dependent data-driven approach for high-density crowd behavior modeling. Zbl 1542.90071
Zhao, Mingbi; Zhong, Jinghui; Cai, Wentong
1
2018
Multilevel sequential Monte Carlo samplers for normalizing constants. Zbl 1515.62025
del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
14
2017
Parametrized Adomian decomposition method with optimum convergence. Zbl 1515.65216
Turkyilmazoglu, Mustafa
10
2017
Green simulation: reusing the output of repeated experiments. Zbl 1515.90014
Feng, Mingbin; Staum, Jeremy
7
2017
Multithreaded stochastic PDES for reactions and diffusions in neurons. Zbl 1373.92029
Lin, Zhongwei; Tropper, Carl; McDougal, Robert A.; Ishlam Patoary, Mohammand Nazrul; Lytton, William W.; Yao, Yiping; Hines, Michael L.
3
2017
Semantics and efficient simulation algorithms of an expressive multilevel modeling language. Zbl 1369.93068
Helms, Tobias; Warnke, Tom; Maus, Carsten; Uhrmacher, Adelinde M.
3
2017
Guest editorial for the TOMACS special issue on the principles of advanced discrete simulation (PADS). Zbl 1475.00121
2
2017
Automated estimation of extreme steady-state quantiles via the maximum transformation. Zbl 1515.62017
Alexopoulos, Christos; Goldsman, David; Mokashi, Anup C.; Wilson, James R.
2
2017
An efficient budget allocation approach for quantifying the impact of input uncertainty in stochastic simulation. Zbl 1515.62019
Yi, Yuan; Xie, Wei
2
2017
Moment-matching-based conjugacy approximation for Bayesian ranking and selection. Zbl 1515.62039
Zhang, Qiong; Song, Yongjia
2
2017
Relaxing synchronization in parallel agent-based road traffic simulation. Zbl 1384.90023
Xu, Yadong; Cai, Wentong; Aydt, Heiko; Lees, Michael; Zehe, Daniel
1
2017
MNO-PQRS: max nonnegativity ordering – piecewise-quadratic rate smoothing. Zbl 1515.62023
Chen, Huifen; Schmeiser, Bruce W.
1
2017
A factor-based Bayesian framework for risk analysis in stochastic simulations. Zbl 1515.62056
Xie, Wei; Li, Cheng; Zhang, Pu
1
2017
PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314
Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea
7
2016
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno
6
2016
On the marginal standard error rule and the testing of initial transient deletion methods. Zbl 1371.65012
Wang, Rob J.; Glynn, Peter W.
5
2016
A Bayesian approach to parameter inference in queueing networks. Zbl 1369.62050
Wang, Weikun; Casale, Giuliano; Sutton, Charles
4
2016
A large-deviation-based splitting estimation of power flow reliability. Zbl 1373.78410
Wadman, Wander S.; Crommelin, Daan T.; Zwart, Bert P.
3
2016
Automatic moment-closure approximation of spatially distributed collective adaptive systems. Zbl 1368.68316
Feng, Cheng; Hillston, Jane; Galpin, Vashti
3
2016
Intensional couplings in variable-structure models: an exploration based on multilevel-DEVS. Zbl 1368.68324
Steiniger, Alexander; Uhrmacher, Adelinde M.
1
2016
Computing Bayesian means using simulation. Zbl 1369.65016
Andradóttir, Sigrún; Glynn, Peter W.
1
2016
Moving least squares regression for high-dimensional stochastic simulation metamodeling. Zbl 1371.65014
Salemi, Peter; Nelson, Barry L.; Staum, Jeremy
1
2016
Modeling cache memory utilization on multicore using common pool resource game on cellular automata. Zbl 1369.68038
Tsompanas, Michail-Antisthenis I.; Kachris, Christoforos; Sirakoulis, Georgios Ch.
1
2016
Actor-critic algorithms with online feature adaptation. Zbl 1369.90190
Prabuchandran, K. J.; Bhatnagar, Shalabh; Borkar, Vivek S.
1
2016
Efficient flattening algorithm for hierarchical and dynamic structure discrete event models. Zbl 1368.68312
Bae, Jang Won; Bae, Sang Won; Moon, Il-Chul; Kim, Tag Gon
1
2016
Real-time crowd simulation integrating potential fields and agent method. Zbl 1368.68322
Lu, Guanghui; Chen, Leiting; Luo, Weiping
1
2016
Multivariate input uncertainty in output analysis for stochastic simulation. Zbl 1384.60010
Xie, Wei; Nelson, Barry L.; Barton, Russell R.
1
2016
Stochastically constrained ranking and selection via SCORE. Zbl 1371.65059
Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung
24
2015
Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113
Love, David; Bayraksan, Güzin
14
2015
Exact sampling of stationary and time-reversed queues. Zbl 1384.90025
Blanchet, Jose; Wallwater, Aya
7
2015
Model reconstruction for moment-based stochastic chemical kinetics. Zbl 1384.92066
Andreychenko, Alexander; Mikeev, Linar; Wolf, Verena
5
2015
Screening for dispersion effects by sequential bifurcation. Zbl 1368.68311
Ankenman, Bruce E.; Cheng, Russell C. H.; Lewis, Susan M.
4
2015
Computing cumulative rewards using fast adaptive uniformization. Zbl 1369.65014
Dannenberg, Frits; Hahn, Ernst Moritz; Kwiatkowska, Marta
3
2015
A cross-entropy scheme for mixtures. Zbl 1369.65006
Wang, Hui; Zhou, Xiang
2
2015
Moment-based methods for parameter inference and experiment design for stochastic biochemical reaction networks. Zbl 1373.92051
Ruess, Jakob; Lygeros, John
2
2015
Calibration, validation, and prediction in random simulation models: Gaussian process metamodels and a Bayesian integrated solution. Zbl 1371.65016
Yuan, Jun; Ng, Szu Hui
2
2015
Balanced and approximate zero-variance recursive estimators for the network reliability problem. Zbl 1369.90058
Cancela, Hector; Khadiri, Mohamed El; Rubino, Gerardo; Tuffin, Bruno
1
2015
Simulating organogenesis: algorithms for the image-based determination of displacement fields. Zbl 1369.92064
Schwaninger, Clemens Arthur; Menshykau, Denis; Iber, Dagmar
1
2015
Constrained community-based gene regulatory network inference. Zbl 1369.92039
Fioretto, Ferdinando; Dovier, Agostino; Pontelli, Enrico
1
2015
Regenerative simulation for queueing networks with exponential or heavier tail arrival distributions. Zbl 1371.60164
Moka, Sarat Babu; Juneja, Sandeep
1
2015
The power of alternative Kolmogorov-Smirnov tests based on transformations of the data. Zbl 1369.62093
Kim, Song-Hee; Whitt, Ward
1
2015
On transience and recurrence in irreducible finite-state stochastic systems. Zbl 1371.60158
Glynn, Peter W.; Haas, Peter J.
1
2015
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review. Zbl 1369.91191
Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu
24
2014
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. Zbl 1322.68251
Nakayama, Marvin K.
11
2014
Stochastic kriging with biased sample estimates. Zbl 1322.68248
Chen, Xi; Kim, Kyoung-Kuk
9
2014
Selection procedures for simulations with multiple constraints under independent and correlated sampling. Zbl 1322.68250
Healey, Christopher; Andradóttir, Sigrún; Kim, Seong-Hee
7
2014
Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011
Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena
6
2014
Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields. Zbl 1322.60068
Liu, Jingchen; Xu, Gongjun
5
2014
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
5
2014
Model-based annealing random search with stochastic averaging. Zbl 1369.90135
Hu, Jiaqiao; Zhou, Enlu; Fan, Qi
3
2014
Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty. Zbl 1322.90055
Phan, Dzung; Ghosh, Soumyadip
2
2014
INDEMICS: an interactive high-performance computing framework for data-intensive epidemic modeling. Zbl 1322.68247
Bisset, Keith R.; Chen, Jiangzhuo; Deodhar, Suruchi; Feng, Xizhou; Ma, Yifei; Marathe, Madhav V.
2
2014
A restricted multinomial hybrid selection procedure. Zbl 1322.62084
Vieira, Hélcio; Sanchez, Susan M.; Sanchez, Paul J.; Kienitz, Karl Heinz; Belderrain, Mischel Carmen Neyra
2
2014
Smoothed functional algorithms for stochastic optimization using \(q\)-Gaussian distributions. Zbl 1369.90111
Ghoshdastidar, Debarghya; Dukkipati, Ambedkar; Bhatnagar, Shalabh
2
2014
Multidimensional stochastic approximation: adaptive algorithms and applications. Zbl 1322.90053
Broadie, Mark; Cicek, Deniz M.; Zeevi, Assaf
1
2014
SESSL: a domain-specific language for simulation experiments. Zbl 1322.65025
Ewald, Roland; Uhrmacher, Adelinde M.
1
2014
Space-time matching algorithms for interest management in distributed virtual environments. Zbl 1322.68027
Liu, Elvis S.; Theodoropoulos, Georgios K.
1
2014
Better estimation of small Sobol’ sensitivity indices. Zbl 1490.62192
Owen, Art B.
32
2013
Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration. Zbl 1386.65167
Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W.
18
2013
...and 220 more Documents
all top 5

Cited by 3,110 Authors

31 L’Ecuyer, Pierre
22 Glynn, Peter W.
20 Blanchet, Jose H.
19 Tang, Hui-Chin
18 Lemieux, Christiane
17 Ökten, Giray
16 Nelson, Barry L.
14 Bhatnagar, Shalabh
14 Resende, Mauricio G. C.
13 Dupuis, Paul G.
13 Hong, Liu Jeff
13 Lee, Loo Hay
13 Mandjes, Michel Robertus Hendrikus
13 Niederreiter, Harald
13 Owen, Art B.
13 Tuffin, Bruno
12 Barton, Paul I.
12 Kawai, Reiichiro
11 Andradóttir, Sigrún
11 Faure, Henri
11 Lam, Henry
10 Kuznetsov, N. Yu.
10 Tsai, Shing Chih
9 Asmussen, Søren
9 Dick, Josef
9 Jasra, Ajay
9 Nakayama, Marvin K.
9 Sabino, Piergiacomo
9 Xiao, Hui
8 Balakrishnan, Narayanaswamy
8 Fu, Michael C.
8 Gao, Siyang
8 Harase, Shin
8 Hickernell, Fred J.
8 Hofert, Marius
8 Kim, Seong-Hee
8 Matsumoto, Makoto
8 Nagatsuka, Hideki
7 Barabesi, Lucio
7 Chen, Xi
7 Favaro, Stefano
7 Henderson, Shane G.
7 Hörmann, Wolfgang
7 Hu, Jian-Qiang
7 Hunter, Susan R.
7 Juneja, Sandeep
7 Krejić, Nataša
7 Krklec Jerinkić, Nataša
7 Liu, Jingchen
7 Ng, Szu Hui
7 Pasupathy, Raghu
7 Rubinstein, Reuven Y.
7 Scheinhardt, Werner R. W.
7 Stechlinski, Peter G.
7 Tempone, Raúl F.
7 Vaisman, Radislav
7 Valverde, Jose C.
7 Wang, Xiaoqun
6 Aledo, Juan Ángel
6 Chen, Chun-Hung
6 Dassios, Angelos
6 de Boer, Pieter-Tjerk
6 Entacher, Karl
6 Goda, Takashi
6 Kroese, Dirk P.
6 Law, Kody J. H.
6 Leovey, Hernan
6 Luo, Jun
6 Martinez, Silvia
6 Pardalos, Panos M.
6 Ridder, Ad
6 Sezer, Ali Devin
6 Silva, Ricardo Martins Abreu E.
6 Suchard, Marc A.
5 Ben Rached, Nadhir
5 Campi, Marco Claudio
5 Deng, Lih-Yuan
5 Goldsman, David M.
5 Imai, Junichi
5 Kao, Chiang
5 Katoen, Joost-Pieter
5 Koibuchi, Hiroshi
5 Komori, Yoshio
5 Park, Chuljin
5 Peng, Yijie
5 Pillichshammer, Friedrich
5 Ryzhov, Ilya Olegovich
5 Tan, Ken Seng
5 Uhl, Andreas
5 Wang, Honggang
5 Xu, Jie
4 Aggarwal, Manu
4 Batur, Demet
4 Bayraksan, Güzin
4 Borgonovo, Emanuele
4 Botev, Zdravko I.
4 Boyle, Phelim P.
4 Branke, Jürgen
4 Briol, François-Xavier
4 Broadie, Mark N.
...and 3,010 more Authors
all top 5

Cited in 358 Journals

90 European Journal of Operational Research
72 ACM Transactions on Modeling and Computer Simulation
49 Mathematics and Computers in Simulation
41 INFORMS Journal on Computing
38 Annals of Operations Research
35 Statistics and Computing
32 Journal of Computational Physics
32 Queueing Systems
31 Operations Research
30 Mathematics of Computation
29 Computer Physics Communications
28 Journal of Computational and Applied Mathematics
27 Automatica
26 Communications in Statistics. Simulation and Computation
23 Journal of Complexity
22 Computers & Operations Research
22 The Annals of Applied Probability
22 Journal of Statistical Computation and Simulation
21 Journal of Applied Probability
20 Monte Carlo Methods and Applications
19 Discrete Event Dynamic Systems
19 Computational Statistics and Data Analysis
18 Naval Research Logistics
18 Methodology and Computing in Applied Probability
16 Cybernetics and Systems Analysis
15 Journal of Statistical Mechanics: Theory and Experiment
15 Electronic Journal of Statistics
14 Advances in Applied Probability
14 Computer Methods in Applied Mechanics and Engineering
14 The Annals of Statistics
14 Applied Mathematics and Computation
14 Computational Statistics
13 Insurance Mathematics & Economics
13 Stochastic Processes and their Applications
13 Mathematical Programming. Series A. Series B
13 SIAM Journal on Optimization
12 Computers & Mathematics with Applications
12 Operations Research Letters
12 Mathematical and Computer Modelling
12 SIAM Journal on Scientific Computing
11 International Transactions in Operational Research
11 Probability in the Engineering and Informational Sciences
11 SIAM/ASA Journal on Uncertainty Quantification
10 Journal of Statistical Planning and Inference
10 Applied Mathematical Modelling
10 Quantitative Finance
10 Journal of Theoretical Biology
9 Journal of Multivariate Analysis
9 Theoretical Computer Science
9 Journal of Scientific Computing
9 Journal of Global Optimization
9 Mathematical Problems in Engineering
8 Mathematics of Operations Research
8 Bernoulli
8 Chaos
7 Computing
7 Information Sciences
7 Journal of Optimization Theory and Applications
7 Communications in Statistics. Theory and Methods
7 Computational Optimization and Applications
7 Statistical Methods and Applications
7 Optimization Letters
6 Mathematical Biosciences
6 BIT
6 Monatshefte für Mathematik
6 Statistics & Probability Letters
6 Journal of Economic Dynamics & Control
6 Stochastic Models
6 Nonlinear Analysis. Hybrid Systems
6 Journal of Computational and Graphical Statistics
6 International Journal of Applied and Computational Mathematics
5 Information Processing Letters
5 Physica A
5 Chaos, Solitons and Fractals
5 Biometrics
5 Physica D
5 International Journal of Computer Mathematics
5 SIAM Review
5 Statistical Papers
5 Foundations of Computational Mathematics
5 Journal of Statistical Theory and Practice
4 Journal of Statistical Physics
4 ACM Transactions on Mathematical Software
4 Fuzzy Sets and Systems
4 International Statistical Review
4 Journal of the American Statistical Association
4 Numerische Mathematik
4 SIAM Journal on Numerical Analysis
4 Theoretical Population Biology
4 Stochastic Analysis and Applications
4 Sequential Analysis
4 Statistical Science
4 Information and Computation
4 Numerical Algorithms
4 Finite Fields and their Applications
4 Complexity
4 Parallel Algorithms and Applications
4 Optimization Methods & Software
4 Journal of Combinatorial Optimization
4 Journal of Discrete Mathematical Sciences & Cryptography
...and 258 more Journals
all top 5

Cited in 52 Fields

733 Numerical analysis (65-XX)
511 Statistics (62-XX)
423 Operations research, mathematical programming (90-XX)
400 Probability theory and stochastic processes (60-XX)
248 Computer science (68-XX)
153 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
133 Number theory (11-XX)
106 Systems theory; control (93-XX)
73 Biology and other natural sciences (92-XX)
62 Statistical mechanics, structure of matter (82-XX)
44 Partial differential equations (35-XX)
38 Combinatorics (05-XX)
38 Ordinary differential equations (34-XX)
37 Fluid mechanics (76-XX)
37 Information and communication theory, circuits (94-XX)
35 Dynamical systems and ergodic theory (37-XX)
33 Calculus of variations and optimal control; optimization (49-XX)
18 Mechanics of deformable solids (74-XX)
18 Quantum theory (81-XX)
14 Approximations and expansions (41-XX)
10 Mathematical logic and foundations (03-XX)
10 Linear and multilinear algebra; matrix theory (15-XX)
8 Real functions (26-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
6 Mechanics of particles and systems (70-XX)
5 General and overarching topics; collections (00-XX)
5 Measure and integration (28-XX)
5 Operator theory (47-XX)
5 Convex and discrete geometry (52-XX)
4 Field theory and polynomials (12-XX)
4 Integral transforms, operational calculus (44-XX)
4 Functional analysis (46-XX)
4 Optics, electromagnetic theory (78-XX)
4 Geophysics (86-XX)
3 Algebraic geometry (14-XX)
3 Sequences, series, summability (40-XX)
3 Integral equations (45-XX)
3 Relativity and gravitational theory (83-XX)
2 History and biography (01-XX)
2 Commutative algebra (13-XX)
2 Group theory and generalizations (20-XX)
2 Special functions (33-XX)
2 General topology (54-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Astronomy and astrophysics (85-XX)
2 Mathematics education (97-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Topological groups, Lie groups (22-XX)
1 Functions of a complex variable (30-XX)
1 Difference and functional equations (39-XX)
1 Manifolds and cell complexes (57-XX)
1 Global analysis, analysis on manifolds (58-XX)

Citations by Year