# zbMATH — the first resource for mathematics

## 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: http://dl.acm.org/citation.cfm?id=J781
 Documents Indexed: 381 Publications (since 1991) References Indexed: 59 Publications with 2,292 References.
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#### Authors

 16 Glynn, Peter W. 13 Nelson, Barry L. 12 L’Ecuyer, Pierre 9 Andradóttir, Sigrún 9 Henderson, Shane G. 8 Nakayama, Marvin K. 7 Bhatnagar, Shalabh 7 Heidelberger, Philip 7 Juneja, Sandeep 6 Fishwick, Paul A. 6 Goldsman, David M. 6 Hörmann, Wolfgang 6 Matsumoto, Makoto 6 Nicol, David M. 5 Blanchet, Jose H. 5 Calvin, James M. 5 Kim, Seong-Hee 5 Lin, Yi-Bing 5 Niederreiter, Harald 5 Shahabuddin, Perwez 5 Tuffin, Bruno 4 Alexopoulos, Christos 4 Derflinger, Gerhard 4 Fu, Michael C. 4 Ghosh, Soumyadip 4 Leydold, Josef 4 Nicola, Victor F. 4 Pasupathy, Raghu 4 Schruben, Lee W. 4 Tezuka, Shu 4 Uhrmacher, Adelinde M. 4 Vázquez-Abad, Felisa J. 3 Bagrodia, Rajive L. 3 Cai, Wentong 3 Chen, Chun-Hung 3 Cheng, Russell C. H. 3 Couture, Raymond 3 Devroye, Luc P. J. A. 3 Eichenauer-Herrmann, Jürgen 3 Fujimoto, Richard M. 3 Haas, Peter J. 3 Kurita, Yoshiharu 3 Leder, Kevin 3 Lubachevsky, Boris D. 3 Mandjes, Michel Robertus Hendrikus 3 Ng, Szu Hui 3 Owen, Art B. 3 Page, Ernest H. 3 Reynolds, Paul F. jun. 3 Wang, Hui 3 Whitt, Ward 3 Wilson, James R. 3 Yucesan, Enver 2 Andrew, Lachlan L. H. 2 Ankenman, Bruce E. 2 Barton, Paul I. 2 Broniatowski, Michel 2 Casale, Giuliano 2 Chick, Stephen E. 2 Das, Samir Ranjan 2 Deng, Lih-Yuan 2 Devetsikiotis, Michael 2 Entacher, Karl 2 Esposito, Joel M. 2 Fort, Gersende 2 Glasserman, Paul 2 Goh, Rick Siow Mong 2 Greenberg, Albert G. 2 Heidergott, Bernd F. 2 Hillston, Jane 2 Hong, Liu Jeff 2 Hult, Henrik 2 Jacobson, Sheldon H. 2 Kesidis, George 2 Kim, Tag Gon 2 Krunz, Marwan M. 2 Lambadaris, Ioannis 2 Lazowska, Edward D. 2 Lee, Loo Hay 2 Liu, Jason J. R. 2 Madisetti, Vijay K. 2 Mishra, Vivek Kumar 2 Nishimura, Takuji 2 Nutaro, James J. 2 Ott, Teunis J. 2 Preiss, Bruno R. 2 Ross, Keith W. 2 Sanchez, Paul J. 2 Sanchez, Susan M. 2 Sargent, Robert G. 2 Schmeiser, Bruce Wayne 2 Singham, Dashi I. 2 Sirakoulis, Georgios Ch. 2 Srinivasan, Sudhir 2 Staum, Jeremy 2 Turner, Stephen John 2 Walrand, Jean C. 2 Wegenkittl, Stefan 2 Weiss, Alan 2 Whitlock, Paula A. ...and 538 more Authors
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#### Fields

 173 Numerical analysis (65-XX) 142 Computer science (68-XX) 96 Statistics (62-XX) 83 Operations research, mathematical programming (90-XX) 67 Probability theory and stochastic processes (60-XX) 24 Number theory (11-XX) 19 General and overarching topics; collections (00-XX) 14 Systems theory; control (93-XX) 13 Biology and other natural sciences (92-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 2 Ordinary differential equations (34-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Optics, electromagnetic theory (78-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX)

#### Citations contained in zbMATH Open

251 Publications have been cited 1,724 times in 1,304 Documents Cited by Year
Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. Zbl 0917.65005
Matsumoto, Makoto; Nishimura, Takuji
1998
Fast simulation of rare events in queueing and reliability models. Zbl 0843.62096
Heidelberger, Philip
1995
Implementation and tests of low-discrepancy sequences. Zbl 0846.11044
Bratley, Paul; Fox, Bennett L.; Niederreiter, Harald
1992
A fully sequential procedure for indifference-zone selection in simulation. Zbl 06886308
Kim, Seong-Hee; Nelson, Barry L.
2001
Random variate generation for exponentially and polynomially tilted stable distributions. Zbl 1390.65008
Devroye, Luc
2009
Latin supercube sampling for very high-dimensional simulations. Zbl 0917.65022
Owen, Art B.
1998
A search for good multiple recursive random number generators. Zbl 0842.65004
L’Ecuyer, Pierre; Blouin, François; Couture, Raymond
1993
Stationarity detection in the initial transient problem. Zbl 0842.68106
Asmussen, Søren; Glynn, Peter W.; Thorisson, Hermann
1992
Analysis of an importance sampling estimator for tandem queues. Zbl 0841.62083
Glasserman, Paul; Kou, Shing-Gang
1995
The mean square discrepancy of randomized nets. Zbl 0887.65030
Hickernell, Fred J.
1996
Polynomial arithmetic analogue of Halton sequences. Zbl 0846.11045
Tezuka, Shu
1993
Better estimation of small Sobol’ sensitivity indices. Zbl 06860009
Owen, Art B.
2013
Modeling, simulation, sensitivity analysis, and optimization of hybrid systems. Zbl 1390.93118
Barton, Paul I.; Lee, Cha Kun
2002
Variance with alternative scramblings of digital nets. Zbl 1390.65037
Owen, Art B.
2003
State event location in differential-algebraic models. Zbl 0887.65075
Park, Taeshin; Barton, Paul I.
1996
Variable-sample methods for stochastic optimization. Zbl 1390.65003
Homem-De-Mello, Tito
2003
Twisted GFSR generators. II. Zbl 0849.94015
Matsumoto, Makoto; Kurita, Yoshiharu
1994
Behavior of the NORTA method for correlated random vector generation as the dimension increases. Zbl 1390.65009
2003
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review. Zbl 1369.91191
Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu
2014
Twisted GFSR generators. Zbl 0849.94014
Matsumoto, Makoto; Kurita, Yoshiharu
1992
The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174
Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L.
2012
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
2007
Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation. Zbl 1386.65034
Xu, Jie; Nelson, Barry L.; Hong, Jeff L.
2010
Finding feasible systems in the presence of constraints on multiple performance measures. Zbl 1384.90056
Batur, Demet; Kim, Seong-Hee
2010
Sampling exponentially tilted stable distributions. Zbl 1386.65051
Hofert, Marius
2011
Simulating heavy tailed processes using delayed hazard rate twisting. Zbl 1390.65033
Juneja, Sandeep; Shahabuddin, Perwez
2002
A combined procedure for optimization via simulation. Zbl 1390.65024
Pichitlamken, Juta; Nelson, Barry L.
2003
Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002
Dupuis, Paul; Leder, Kevin; Wang, Hui
2007
Stochastically constrained ranking and selection via SCORE. Zbl 1371.65059
Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung
2015
Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey. Zbl 1390.65025
Swisher, James R.; Jacobson, Sheldon H.; Yücesan, Enver
2003
Efficient and portable combined Tausworthe random number generators. Zbl 0844.65003
Tezuka, Shu; L’Ecuyer, Pierre
1991
Gradient estimation for discrete-event systems by measure-valued differentiation. Zbl 1384.90097
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Pflug, Georg; Farenhorst-Yuan, Taoying
2010
Random variate generation by numerical inversion when only the density is known. Zbl 1386.65028
Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef
2010
Pseudorandom vector generation by the inversive method. Zbl 0847.11039
Niederreiter, Harald
1994
A Bernoulli factory. Zbl 0844.60008
Keane, M. S.; O’Brien, George L.
1994
Cross-entropy and rare events for maximal cut and partition problems. Zbl 1390.90482
Rubinstein, Reuven Y.
2002
Bounded relative error is estimating transient measures of highly dependable non-Markovian systems. Zbl 0842.68116
Heidelberger, Philip; Shahabuddin, Perwez; Nicola, Victor F.
1994
Analysis of parallel replicated simulations under a completion time constraint. Zbl 0842.65099
Glynn, Peter W.; Heidelberger, Philip
1991
The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054
Pasupathy, Raghu; Kim, Sujin
2011
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045
Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng
2003
Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization. Zbl 1390.65019
Bhatnagar, Shalabh
2005
Comparison with a standard via fully sequential procedures. Zbl 06886370
Kim, Seong-Hee
2005
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
2009
Efficient and portable multiple recursive generators of large order. Zbl 1198.65025
Deng, Lih-Yuan
2005
A qualitative simulation approach for fuzzy dynamical models. Zbl 0842.68118
Bonarini, Andrea; Bontempi, Gianluca
1994
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
1993
A new inversive congruential pseudorandom number generator with power of two modulus. Zbl 0844.11051
Eichenauer-Herrmann, Jürgen; Grothe, Holger
1992
Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015
Chu, Fang; Nakayama, Marvin K.
2012
On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 06859988
Blanchet, Jose; Glynn, Peter; Leder, Kevin
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.
2013
Continuous random variate generation by fast numerical inversion. Zbl 1390.65010
Hörmann, Wolfgang; Leydold, Josef
2003
Simulation run lengths to estimate blocking probabilities. Zbl 1391.90198
1996
Accelerating the convergence of random search methods for discrete stochastic optimization. Zbl 1391.65019
1999
A system of high-dimensional, efficient, long-cycle and portable uniform random number generators. Zbl 1198.65026
Deng, Lih-Yuan; Xu, Hongquan
2003
Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113
Love, David; Bayraksan, Güzin
2015
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. Zbl 1386.65019
Kawai, Reiichiro
2010
A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 06859961
Amrein, Michael; Künsch, Hans R.
2011
Modeling and generating multivariate time-series input processes using a vector autoregressive technique. Zbl 1390.65021
Biller, Bahar; Nelson, Barry L.
2003
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020
Bhatnagar, Shalabh
2007
Massively parallel and distributed simulation of a class of discrete event systems: A different perspective. Zbl 0842.68108
Vakili, Pirooz
1992
A time-division algorithm for parallel simulation. Zbl 0842.68094
Lin, Yi-Bing; Lazowska, Edward D.
1991
Bad subsequences of well-known linear congruential pseudorandom number generators. Zbl 0917.65006
Entacher, Karl
1998
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
2010
Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159
Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar
2011
Exact sampling of stationary and time-reversed queues. Zbl 1384.90025
Blanchet, Jose; Wallwater, Aya
2015
Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249
Nicola, Victor F.; Zaburnenko, Tatiana S.
2007
Confidence intervals using orthonormally weighted standardized time series. Zbl 1392.62262
Foley, Robert D.; Goldsman, David
1999
Stochastic kriging with biased sample estimates. Zbl 1322.68248
Chen, Xi; Kim, Kyoung-Kuk
2014
A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066
Esposito, Joel M.; Kumar, Vijay
2007
On the marginal standard error rule and the testing of initial transient deletion methods. Zbl 1371.65012
Wang, Rob J.; Glynn, Peter W.
2016
Digital inversive pseudorandom numbers. Zbl 0847.11038
Eichenauer-Herrmann, Jürgen; Niederreiter, Harald
1994
Robust multiple comparisons under common random numbers. Zbl 0842.62061
Nelson, Barry L.
1993
A unifying framework for distributed simulation. Zbl 0842.68101
Bagrodia, R.; Chandy, K. M.; Liao, Wen Toh
1991
Analysis of and efficient algorithm for the hard-sphere problem. Zbl 0885.68076
Krantz, Alan T.
1996
Random variate generation for multivariate unimodal densities. Zbl 0917.65004
Devroye, Luc
1997
A rejection technique for sampling from loc-concave multivariate distributions. Zbl 0962.65005
Leydold, Josef
1998
The double CFTP method. Zbl 1386.65048
Devroye, Luc; James, Lancelot F.
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.
2011
Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062
Ng, Szu Hui; Yin, Jun
2012
On the use of self-similar processes in network simulation. Zbl 1390.90137
López-Ardao, José C.; López-García, Cándido; Suárez-González, Andrés; Fernández-Veiga, Manuel; Rodríguez-Rubio, Raúl
2000
Tables of 64-bit Mersenne twisters. Zbl 1390.65014
Nishimura, Takuji
2000
Efficient simulation of a tandem Jackson network. Zbl 1390.90231
Kroese, Dirk P.; Nicola, Victor F.
2002
Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. Zbl 1390.65005
Lee, Shing-Hoi; Glynn, Peter W.
2003
To batch or not to batch? Zbl 1390.65018
Alexopoulos, Christos; Goldsman, David
2004
Calculation of confidence intervals for simulation output. Zbl 06886362
Cheng, R. C. H.; Holland, W.
2004
On the xorshift random number generators. Zbl 1390.65015
Panneton, François; L’Ecuyer, Pierre
2005
Analysis of state-independent importance-sampling measures for the two-node tandem queue. Zbl 1390.90270
de Boer, Pieter Tjerk
2006
PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314
Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea
2016
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
2014
Generating triangulations at random. Zbl 0842.68084
Epstein, Peter; Sack, Jörg-Rüdiger
1994
Variance reduction through smoothing and control variates for Markov chain simulations. Zbl 0846.60071
Andradóttir, Sigrún; Heyman, Daniel P.; Ott, Teunis J.
1993
Quick simulation of ATM buffers with on-off multiclass Markov fluid sources. Zbl 0842.68112
Kesidis, G.; Walrand, J.
1993
Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem. Zbl 0840.62086
Brémaud, P.; Gong, W.-B.
1993
A comparative study of parallel and sequential priority queue algorithms. Zbl 0885.68024
Rönngren, Robert; Ayani, Rassul
1997
Inversive and linear congruential pseudorandom number generators in empirical tests. Zbl 0885.68149
Leeb, Hannes; Wegenkittl, Stefan
1997
Modeling formalisms for dynamic structure systems. Zbl 0916.93012
Barros, Fernando J.
1997
The weighted spectral test: Diaphony. Zbl 0921.11038
Hellekalek, Peter; Niederreiter, Harald
1998
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
2010
Joint congestion control and distributed scheduling for throughput guarantees in wireless networks. Zbl 1384.68015
Sharma, Gaurav; Joo, Changhee; Shroff, Ness B.; Mazumdar, Ravi R.
2010
Efficient rare event simulation for heavy-tailed compound sums. Zbl 1384.62027
Blanchet, Jose; Li, Chenxin
2011
Semantics and efficient simulation algorithms of an expressive multilevel modeling language. Zbl 1369.93068
Helms, Tobias; Warnke, Tom; Maus, Carsten; Uhrmacher, Adelinde M.
2017
On the marginal standard error rule and the testing of initial transient deletion methods. Zbl 1371.65012
Wang, Rob J.; Glynn, Peter W.
2016
PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314
Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea
2016
A Bayesian approach to parameter inference in queueing networks. Zbl 1369.62050
Wang, Weikun; Casale, Giuliano; Sutton, Charles
2016
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L&rsquo;Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno
2016
Automatic moment-closure approximation of spatially distributed collective adaptive systems. Zbl 1368.68316
Feng, Cheng; Hillston, Jane; Galpin, Vashti
2016
Intensional couplings in variable-structure models: an exploration based on multilevel-DEVS. Zbl 1368.68324
2016
Moving least squares regression for high-dimensional stochastic simulation metamodeling. Zbl 1371.65014
Salemi, Peter; Nelson, Barry L.; Staum, Jeremy
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.
2016
A large-deviation-based splitting estimation of power flow reliability. Zbl 1373.78410
Wadman, Wander S.; Crommelin, Daan T.; Zwart, Bert P.
2016
Actor-critic algorithms with online feature adaptation. Zbl 1369.90190
Prabuchandran, K. J.; Bhatnagar, Shalabh; Borkar, Vivek S.
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
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
2015
Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113
Love, David; Bayraksan, Güzin
2015
Exact sampling of stationary and time-reversed queues. Zbl 1384.90025
Blanchet, Jose; Wallwater, Aya
2015
Model reconstruction for moment-based stochastic chemical kinetics. Zbl 1384.92066
Andreychenko, Alexander; Mikeev, Linar; Wolf, Verena
2015
A cross-entropy scheme for mixtures. Zbl 1369.65006
Wang, Hui; Zhou, Xiang
2015
Computing cumulative rewards using fast adaptive uniformization. Zbl 1369.65014
Dannenberg, Frits; Hahn, Ernst Moritz; Kwiatkowska, Marta
2015
Screening for dispersion effects by sequential bifurcation. Zbl 1368.68311
Ankenman, Bruce E.; Cheng, Russell C. H.; Lewis, Susan M.
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
2015
Simulating organogenesis: algorithms for the image-based determination of displacement fields. Zbl 1369.92064
Schwaninger, Clemens Arthur; Menshykau, Denis; Iber, Dagmar
2015
Constrained community-based gene regulatory network inference. Zbl 1369.92039
Fioretto, Ferdinando; Dovier, Agostino; Pontelli, Enrico
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
2015
Regenerative simulation for queueing networks with exponential or heavier tail arrival distributions. Zbl 1371.60164
Moka, Sarat Babu; Juneja, Sandeep
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
2014
Stochastic kriging with biased sample estimates. Zbl 1322.68248
Chen, Xi; Kim, Kyoung-Kuk
2014
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
2014
Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011
Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena
2014
Selection procedures for simulations with multiple constraints under independent and correlated sampling. Zbl 1322.68250
Healey, Christopher; Andradóttir, Sigrún; Kim, Seong-Hee
2014
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. Zbl 1322.68251
Nakayama, Marvin K.
2014
Smoothed functional algorithms for stochastic optimization using $$q$$-Gaussian distributions. Zbl 1369.90111
Ghoshdastidar, Debarghya; Dukkipati, Ambedkar; Bhatnagar, Shalabh
2014
Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty. Zbl 1322.90055
2014
Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields. Zbl 1322.60068
Liu, Jingchen; Xu, Gongjun
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
2014
Model-based annealing random search with stochastic averaging. Zbl 1369.90135
Hu, Jiaqiao; Zhou, Enlu; Fan, Qi
2014
Space-time matching algorithms for interest management in distributed virtual environments. Zbl 1322.68027
Liu, Elvis S.; Theodoropoulos, Georgios K.
2014
Better estimation of small Sobol’ sensitivity indices. Zbl 06860009
Owen, Art B.
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.
2013
Efficient MCMC for binomial logit models. Zbl 06860001
Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
2013
Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066
Le Corff, Sylvain; Fort, Gersende
2013
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, Amandine; Fort, Gersende; Moulines, Eric
2013
Small variance estimators for rare event probabilities. Zbl 1386.65013
Broniatowski, Michel; Caron, Virgile
2013
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
2013
Efficient importance sampling schemes for a feed-forward network. Zbl 1358.60079
Setayeshgar, Leila; Wang, Hui
2013
Posterior expectation of regularly paved random histograms. Zbl 1384.62129
Sainudiin, Raazesh; Teng, Gloria; Harlow, Jennifer; Lee, Dominic
2013
Reversible simulations of elastic collisions. Zbl 1390.65202
Perumalla, Kalyan S.; Protopopescu, Vladimir A.
2013
Asymptotic simulation efficiency based on large deviations. Zbl 1386.65049
Glynn, Peter W.; Juneja, Sandeep
2013
The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174
Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L.
2012
Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015
Chu, Fang; Nakayama, Marvin K.
2012
On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 06859988
Blanchet, Jose; Glynn, Peter; Leder, Kevin
2012
Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062
Ng, Szu Hui; Yin, Jun
2012
Simulating Lévy processes from their characteristic functions and financial applications. Zbl 1384.60081
Chen, Zisheng; Feng, Liming; Lin, Xiong
2012
Constructing nearly orthogonal Latin hypercubes for any nonsaturated run-variable combination. Zbl 1458.62173
Hernandez, Alejandro S.; Lucas, Thomas W.; Carlyle, Matthew
2012
On importance sampling with mixtures for random walks with heavy tails. Zbl 1386.65029
Hult, Henrik; Svensson, Jens
2012
Evolutionary optimization of low-discrepancy sequences. Zbl 1386.65162
De Rainville, François-Michel; Gagné, Christian; Teytaud, Olivier; Laurendeau, Denis
2012
Sampling exponentially tilted stable distributions. Zbl 1386.65051
Hofert, Marius
2011
The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054
Pasupathy, Raghu; Kim, Sujin
2011
A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 06859961
Amrein, Michael; Künsch, Hans R.
2011
Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159
Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar
2011
The double CFTP method. Zbl 1386.65048
Devroye, Luc; James, Lancelot F.
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.
2011
Efficient rare event simulation for heavy-tailed compound sums. Zbl 1384.62027
Blanchet, Jose; Li, Chenxin
2011
A modeling framework that combines Markov models and discrete-event simulation for stroke patient care. Zbl 1384.90060
McClean, Sally; Barton, Maria; Garg, Lalit; Fullerton, Ken
2011
Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation. Zbl 1386.65034
Xu, Jie; Nelson, Barry L.; Hong, Jeff L.
2010
Finding feasible systems in the presence of constraints on multiple performance measures. Zbl 1384.90056
Batur, Demet; Kim, Seong-Hee
2010
Gradient estimation for discrete-event systems by measure-valued differentiation. Zbl 1384.90097
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Pflug, Georg; Farenhorst-Yuan, Taoying
2010
Random variate generation by numerical inversion when only the density is known. Zbl 1386.65028
Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef
2010
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. Zbl 1386.65019
Kawai, Reiichiro
2010
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L&rsquo;Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
2010
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
2010
Joint congestion control and distributed scheduling for throughput guarantees in wireless networks. Zbl 1384.68015
Sharma, Gaurav; Joo, Changhee; Shroff, Ness B.; Mazumdar, Ravi R.
2010
State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
2010
Performance of folded variance estimators for simulation. Zbl 06859936
Alexopoulos, Christos; Antonini, Claudia; Goldsman, David; Meterelliyoz, Melike
2010
Probabilistic analysis of simulation-based games. Zbl 1386.91023
Vorobeychik, Yevgeniy
2010
Generalized Lindley-type recursive representations for multiserver tandem queues with blocking. Zbl 1384.90027
Kin, Wai; Chan, Victor
2010
Random variate generation for exponentially and polynomially tilted stable distributions. Zbl 1390.65008
Devroye, Luc
2009
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
2009
Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem. Zbl 1390.65023
Pasupathy, Raghu; Schmeiser, Bruce W.
2009
Optimal parameter trajectory estimation in parameterized SDEs: an algorithmic procedure. Zbl 1390.93746
Bhatnagar, Shalabh; Karmeshu; Mishra, Vivek Kumar
2009
Graph annotations in modeling complex network topologies. Zbl 1390.90134
Dimitropoulos, Xenofontas; Krioukov, Dmitri; Vahdat, Amin; Riley, George
2009
Corrigendum: Behavior of the NORTA method for correlated random vector generation as the dimension increases. Zbl 1408.65005
2009
Modeling, scheduling, and simulation of switched processing systems. Zbl 1390.90217
Hung, Ying-Chao; Michailidis, George
2008
Deterministic and stochastic models for the detection of random constant scanning worms. Zbl 1390.90120
Rohloff, Kurt R.; Bacşar, Tamer
2008
Mathematical programming models of closed tandem queueing networks. Zbl 1390.90546
Chan, Wai Kin Victor; Schruben, Lee W.
2008
Stochastic formulation of SPICE-type electronic circuit simulation with polynomial chaos. Zbl 1390.65029
Strunz, Kai; Su, Qianli
2008
Approximate bivariate gamma generator with prespecified correlation and different marginal shapes. Zbl 1390.65016
Rosenfeld, Simon
2008
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L&rsquo;Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
2007
Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002
Dupuis, Paul; Leder, Kevin; Wang, Hui
2007
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020
Bhatnagar, Shalabh
2007
Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249
Nicola, Victor F.; Zaburnenko, Tatiana S.
2007
A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066
Esposito, Joel M.; Kumar, Vijay
2007
Common defects in initialization of pseudorandom number generators. Zbl 1390.65013
Matsumoto, Makoto; Wada, Isaku; Kuramoto, Ai; Ashihara, Hyo
2007
On the theoretical comparison of low-bias steady-state estimators. Zbl 1281.62187
Awad, Hernan P.; Glynn, Peter W.
2007
Conversion of high-period random numbers to floating point. Zbl 1281.65004
Doornik, Jurgen A.
2007
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. Zbl 06886440
Juneja, S.; Karandikar, R. L.; Shahabuddin, P.
2007
A framework for locally convergent random-search algorithms for discrete optimization via simulation. Zbl 1390.90337
Hong, L. Jeff; Nelson, Barry L.
2007
Discrete-time heavy-tailed chains, and their properties in modeling network traffic. Zbl 1390.90166
Hernández, José Alberto; Phillips, Iain W.; Aracil, Javier
2007
Simulation output analysis using integrated paths. Zbl 06886445
Calvin, James M.
2007
Inverse transformed density rejection for unbounded monotone densities. Zbl 1390.65011
Hörmann, Wolfgang; Leydold, Josef; Derflinger, Gerhard
2007
Sample-based estimation of correlation ratio with polynomial approximation. Zbl 1390.65034
Lewandowski, Daniel; Cooke, Roger M.; Tebbens, Radboud J. Duintjer
2007
...and 151 more Documents
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#### Cited by 2,099 Authors

 23 L’Ecuyer, Pierre 20 Glynn, Peter W. 18 Blanchet, Jose H. 16 Ökten, Giray 13 Lemieux, Christiane 13 Nelson, Barry L. 13 Resende, Mauricio G. C. 12 Barton, Paul I. 12 Bhatnagar, Shalabh 11 Dupuis, Paul G. 11 Niederreiter, Harald 11 Tuffin, Bruno 10 Kuznetsov, N. Yu. 10 Lee, Loo Hay 10 Mandjes, Michel Robertus Hendrikus 9 Dick, Josef 9 Faure, Henri 9 Hong, Liu Jeff 9 Owen, Art B. 8 Andradóttir, Sigrún 8 Asmussen, Søren 8 Balakrishnan, Narayanaswamy 8 Harase, Shin 8 Hickernell, Fred J. 8 Kawai, Reiichiro 8 Nagatsuka, Hideki 8 Nakayama, Marvin K. 7 Favaro, Stefano 7 Hörmann, Wolfgang 7 Juneja, Sandeep 7 Lam, Henry 7 Rubinstein, Reuven Y. 7 Stechlinski, Peter G. 6 Barabesi, Lucio 6 Entacher, Karl 6 Fu, Michael C. 6 Kroese, Dirk P. 6 Pardalos, Panos M. 6 Scheinhardt, Werner R. W. 6 Silva, Ricardo Martins Abreu E. 6 Tsai, Shing Chih 6 Valverde, Jose C. 5 Aledo, Juan Ángel 5 de Boer, Pieter-Tjerk 5 Gao, Siyang 5 Goldsman, David M. 5 Henderson, Shane G. 5 Hofert, Marius 5 Kao, Chiang 5 Kim, Seong-Hee 5 Koibuchi, Hiroshi 5 Krejić, Nataša 5 Leovey, Hernan 5 Liu, Jingchen 5 Martinez, Silvia 5 Matsumoto, Makoto 5 Pasupathy, Raghu 5 Pillichshammer, Friedrich 5 Ridder, Ad 5 Ryzhov, Ilya O. 5 Sabino, Piergiacomo 5 Sezer, Ali Devin 5 Uhl, Andreas 5 Vaisman, Radislav 5 Wang, Xiaoqun 4 Batur, Demet 4 Botev, Zdravko I. 4 Boyle, Phelim P. 4 Chen, Chun-Hung 4 Chew, Ek Peng 4 Choobineh, F. Fred 4 Dieker, A. B. 4 Eichenauer-Herrmann, Jürgen 4 Emmerich, Frank 4 Goda, Takashi 4 Heidergott, Bernd F. 4 Hirsch, Michael J. 4 Homem-de-Mello, Tito 4 Hunter, Susan R. 4 Imai, Junichi 4 James, Lancelot F. 4 Kiatsupaibul, Seksan 4 Kleijnen, Jack P. C. 4 Komori, Yoshio 4 Krklec Jerinkić, Nataša 4 Lamboni, Matieyendou 4 Leydold, Josef 4 Lopez, Luciano 4 Prünster, Igor 4 Spiliopoulos, Konstantinos V. 4 Staum, Jeremy 4 Tang, Hui-Chin 4 Wang, Hui 4 Xiao, Hui 4 Zhang, Yingshan 4 Zwart, Bert P. 3 Al-Refa’ei, Mahmoud H. 3 Bayraksan, Güzin 3 Borgonovo, Emanuele 3 Broadie, Mark N. ...and 1,999 more Authors
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#### Cited in 298 Journals

 77 European Journal of Operational Research 38 Mathematics and Computers in Simulation 31 Annals of Operations Research 29 Queueing Systems 29 INFORMS Journal on Computing 28 Mathematics of Computation 28 ACM Transactions on Modeling and Computer Simulation 25 Operations Research 23 Journal of Computational and Applied Mathematics 22 Journal of Computational Physics 21 Journal of Complexity 20 Journal of Statistical Computation and Simulation 19 Statistics and Computing 18 The Annals of Applied Probability 18 Discrete Event Dynamic Systems 18 Computational Statistics and Data Analysis 17 Journal of Applied Probability 17 Monte Carlo Methods and Applications 16 Automatica 16 Communications in Statistics. Simulation and Computation 14 Advances in Applied Probability 14 Computers & Operations Research 13 Computer Physics Communications 13 Applied Mathematics and Computation 13 Stochastic Processes and their Applications 12 Mathematical and Computer Modelling 12 Cybernetics and Systems Analysis 11 Computers & Mathematics with Applications 11 The Annals of Statistics 11 Computational Statistics 11 Electronic Journal of Statistics 10 Journal of Statistical Planning and Inference 10 Operations Research Letters 10 SIAM Journal on Optimization 10 SIAM Journal on Scientific Computing 10 Methodology and Computing in Applied Probability 10 SIAM/ASA Journal on Uncertainty Quantification 9 Journal of Multivariate Analysis 9 9 Journal of Global Optimization 9 Probability in the Engineering and Informational Sciences 8 Theoretical Computer Science 8 Insurance Mathematics & Economics 8 Quantitative Finance 7 Computer Methods in Applied Mechanics and Engineering 7 Mathematical Programming. Series A. Series B 7 Computational Optimization and Applications 7 Mathematical Problems in Engineering 7 Statistical Methods and Applications 6 BIT 6 Computing 6 Journal of Optimization Theory and Applications 6 Mathematics of Operations Research 6 Monatshefte für Mathematik 6 Bernoulli 6 International Transactions in Operational Research 6 Chaos 6 Stochastic Models 6 Optimization Letters 6 Journal of Theoretical Biology 5 Information Processing Letters 5 Journal of Economic Dynamics & Control 5 Applied Mathematical Modelling 5 Journal of Statistical Mechanics: Theory and Experiment 4 Journal of Statistical Physics 4 Mathematical Biosciences 4 Chaos, Solitons and Fractals 4 ACM Transactions on Mathematical Software 4 Information Sciences 4 Naval Research Logistics 4 Statistics & Probability Letters 4 Communications in Statistics. Theory and Methods 4 International Journal of Computer Mathematics 4 Statistical Papers 4 Finite Fields and their Applications 4 Complexity 4 Parallel Algorithms and Applications 4 Foundations of Computational Mathematics 4 Nonlinear Analysis. Hybrid Systems 3 International Journal of General Systems 3 Journal of Mathematical Analysis and Applications 3 Fuzzy Sets and Systems 3 Numerische Mathematik 3 Theoretical Population Biology 3 Journal of Information & Optimization Sciences 3 Systems & Control Letters 3 Stochastic Analysis and Applications 3 Physica D 3 Statistics 3 Algorithmica 3 Information and Computation 3 Asia-Pacific Journal of Operational Research 3 Journal of Scientific Computing 3 Japan Journal of Industrial and Applied Mathematics 3 Numerical Algorithms 3 SIAM Review 3 Nonlinear Dynamics 3 Optimization Methods & Software 3 Journal of Combinatorial Optimization 3 International Journal of Theoretical and Applied Finance ...and 198 more Journals
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#### Cited in 49 Fields

 554 Numerical analysis (65-XX) 318 Statistics (62-XX) 306 Operations research, mathematical programming (90-XX) 291 Probability theory and stochastic processes (60-XX) 170 Computer science (68-XX) 104 Number theory (11-XX) 102 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 78 Systems theory; control (93-XX) 54 Biology and other natural sciences (92-XX) 38 Statistical mechanics, structure of matter (82-XX) 34 Ordinary differential equations (34-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 27 Combinatorics (05-XX) 27 Information and communication theory, circuits (94-XX) 24 Dynamical systems and ergodic theory (37-XX) 24 Fluid mechanics (76-XX) 21 Partial differential equations (35-XX) 10 Mechanics of deformable solids (74-XX) 9 Approximations and expansions (41-XX) 9 Quantum theory (81-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 6 Mathematical logic and foundations (03-XX) 5 Measure and integration (28-XX) 5 Convex and discrete geometry (52-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Operator theory (47-XX) 4 Mechanics of particles and systems (70-XX) 3 Field theory and polynomials (12-XX) 3 Integral transforms, operational calculus (44-XX) 3 Functional analysis (46-XX) 3 Relativity and gravitational theory (83-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Commutative algebra (13-XX) 2 Algebraic geometry (14-XX) 2 Group theory and generalizations (20-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Optics, electromagnetic theory (78-XX) 2 Astronomy and astrophysics (85-XX) 2 Geophysics (86-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mathematics education (97-XX)