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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.
all top 5

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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

Publications by Year

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
288
1998
Fast simulation of rare events in queueing and reliability models. Zbl 0843.62096
Heidelberger, Philip
59
1995
Implementation and tests of low-discrepancy sequences. Zbl 0846.11044
Bratley, Paul; Fox, Bennett L.; Niederreiter, Harald
46
1992
A fully sequential procedure for indifference-zone selection in simulation. Zbl 06886308
Kim, Seong-Hee; Nelson, Barry L.
43
2001
Random variate generation for exponentially and polynomially tilted stable distributions. Zbl 1390.65008
Devroye, Luc
39
2009
Latin supercube sampling for very high-dimensional simulations. Zbl 0917.65022
Owen, Art B.
38
1998
A search for good multiple recursive random number generators. Zbl 0842.65004
L’Ecuyer, Pierre; Blouin, François; Couture, Raymond
31
1993
Stationarity detection in the initial transient problem. Zbl 0842.68106
Asmussen, Søren; Glynn, Peter W.; Thorisson, Hermann
31
1992
Analysis of an importance sampling estimator for tandem queues. Zbl 0841.62083
Glasserman, Paul; Kou, Shing-Gang
29
1995
The mean square discrepancy of randomized nets. Zbl 0887.65030
Hickernell, Fred J.
27
1996
Polynomial arithmetic analogue of Halton sequences. Zbl 0846.11045
Tezuka, Shu
24
1993
Better estimation of small Sobol’ sensitivity indices. Zbl 06860009
Owen, Art B.
24
2013
Modeling, simulation, sensitivity analysis, and optimization of hybrid systems. Zbl 1390.93118
Barton, Paul I.; Lee, Cha Kun
23
2002
Variance with alternative scramblings of digital nets. Zbl 1390.65037
Owen, Art B.
22
2003
State event location in differential-algebraic models. Zbl 0887.65075
Park, Taeshin; Barton, Paul I.
21
1996
Variable-sample methods for stochastic optimization. Zbl 1390.65003
Homem-De-Mello, Tito
21
2003
Twisted GFSR generators. II. Zbl 0849.94015
Matsumoto, Makoto; Kurita, Yoshiharu
18
1994
Behavior of the NORTA method for correlated random vector generation as the dimension increases. Zbl 1390.65009
Ghosh, Soumyadip; Henderson, Shane G.
18
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
15
2014
Twisted GFSR generators. Zbl 0849.94014
Matsumoto, Makoto; Kurita, Yoshiharu
15
1992
The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174
Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L.
15
2012
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
14
2007
Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation. Zbl 1386.65034
Xu, Jie; Nelson, Barry L.; Hong, Jeff L.
14
2010
Finding feasible systems in the presence of constraints on multiple performance measures. Zbl 1384.90056
Batur, Demet; Kim, Seong-Hee
14
2010
Sampling exponentially tilted stable distributions. Zbl 1386.65051
Hofert, Marius
14
2011
Simulating heavy tailed processes using delayed hazard rate twisting. Zbl 1390.65033
Juneja, Sandeep; Shahabuddin, Perwez
14
2002
A combined procedure for optimization via simulation. Zbl 1390.65024
Pichitlamken, Juta; Nelson, Barry L.
14
2003
Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002
Dupuis, Paul; Leder, Kevin; Wang, Hui
14
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
13
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
13
2003
Efficient and portable combined Tausworthe random number generators. Zbl 0844.65003
Tezuka, Shu; L’Ecuyer, Pierre
12
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
12
2010
Random variate generation by numerical inversion when only the density is known. Zbl 1386.65028
Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef
12
2010
Pseudorandom vector generation by the inversive method. Zbl 0847.11039
Niederreiter, Harald
11
1994
A Bernoulli factory. Zbl 0844.60008
Keane, M. S.; O’Brien, George L.
11
1994
Cross-entropy and rare events for maximal cut and partition problems. Zbl 1390.90482
Rubinstein, Reuven Y.
11
2002
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
Analysis of parallel replicated simulations under a completion time constraint. Zbl 0842.65099
Glynn, Peter W.; Heidelberger, Philip
9
1991
The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054
Pasupathy, Raghu; Kim, Sujin
9
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
9
2003
Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization. Zbl 1390.65019
Bhatnagar, Shalabh
9
2005
Comparison with a standard via fully sequential procedures. Zbl 06886370
Kim, Seong-Hee
9
2005
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
9
2009
Efficient and portable multiple recursive generators of large order. Zbl 1198.65025
Deng, Lih-Yuan
8
2005
A qualitative simulation approach for fuzzy dynamical models. Zbl 0842.68118
Bonarini, Andrea; Bontempi, Gianluca
8
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
8
1993
A new inversive congruential pseudorandom number generator with power of two modulus. Zbl 0844.11051
Eichenauer-Herrmann, Jürgen; Grothe, Holger
8
1992
Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015
Chu, Fang; Nakayama, Marvin K.
8
2012
On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 06859988
Blanchet, Jose; Glynn, Peter; Leder, Kevin
8
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.
8
2013
Continuous random variate generation by fast numerical inversion. Zbl 1390.65010
Hörmann, Wolfgang; Leydold, Josef
8
2003
Simulation run lengths to estimate blocking probabilities. Zbl 1391.90198
Srikant, Rayadurgam; Whitt, Ward
8
1996
Accelerating the convergence of random search methods for discrete stochastic optimization. Zbl 1391.65019
Andradóttir, Sigrún
8
1999
A system of high-dimensional, efficient, long-cycle and portable uniform random number generators. Zbl 1198.65026
Deng, Lih-Yuan; Xu, Hongquan
7
2003
Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113
Love, David; Bayraksan, Güzin
7
2015
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. Zbl 1386.65019
Kawai, Reiichiro
7
2010
A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 06859961
Amrein, Michael; Künsch, Hans R.
7
2011
Modeling and generating multivariate time-series input processes using a vector autoregressive technique. Zbl 1390.65021
Biller, Bahar; Nelson, Barry L.
7
2003
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020
Bhatnagar, Shalabh
7
2007
Massively parallel and distributed simulation of a class of discrete event systems: A different perspective. Zbl 0842.68108
Vakili, Pirooz
6
1992
A time-division algorithm for parallel simulation. Zbl 0842.68094
Lin, Yi-Bing; Lazowska, Edward D.
6
1991
Bad subsequences of well-known linear congruential pseudorandom number generators. Zbl 0917.65006
Entacher, Karl
6
1998
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
6
2010
Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159
Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar
6
2011
Exact sampling of stationary and time-reversed queues. Zbl 1384.90025
Blanchet, Jose; Wallwater, Aya
6
2015
Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249
Nicola, Victor F.; Zaburnenko, Tatiana S.
6
2007
Confidence intervals using orthonormally weighted standardized time series. Zbl 1392.62262
Foley, Robert D.; Goldsman, David
6
1999
Stochastic kriging with biased sample estimates. Zbl 1322.68248
Chen, Xi; Kim, Kyoung-Kuk
6
2014
A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066
Esposito, Joel M.; Kumar, Vijay
5
2007
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
Digital inversive pseudorandom numbers. Zbl 0847.11038
Eichenauer-Herrmann, Jürgen; Niederreiter, Harald
5
1994
Robust multiple comparisons under common random numbers. Zbl 0842.62061
Nelson, Barry L.
5
1993
A unifying framework for distributed simulation. Zbl 0842.68101
Bagrodia, R.; Chandy, K. M.; Liao, Wen Toh
5
1991
Analysis of and efficient algorithm for the hard-sphere problem. Zbl 0885.68076
Krantz, Alan T.
5
1996
Random variate generation for multivariate unimodal densities. Zbl 0917.65004
Devroye, Luc
5
1997
A rejection technique for sampling from loc-concave multivariate distributions. Zbl 0962.65005
Leydold, Josef
5
1998
The double CFTP method. Zbl 1386.65048
Devroye, Luc; James, Lancelot F.
5
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.
5
2011
Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062
Ng, Szu Hui; Yin, Jun
5
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
5
2000
Tables of 64-bit Mersenne twisters. Zbl 1390.65014
Nishimura, Takuji
5
2000
Efficient simulation of a tandem Jackson network. Zbl 1390.90231
Kroese, Dirk P.; Nicola, Victor F.
5
2002
Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. Zbl 1390.65005
Lee, Shing-Hoi; Glynn, Peter W.
5
2003
To batch or not to batch? Zbl 1390.65018
Alexopoulos, Christos; Goldsman, David
5
2004
Calculation of confidence intervals for simulation output. Zbl 06886362
Cheng, R. C. H.; Holland, W.
5
2004
On the xorshift random number generators. Zbl 1390.65015
Panneton, François; L’Ecuyer, Pierre
5
2005
Analysis of state-independent importance-sampling measures for the two-node tandem queue. Zbl 1390.90270
de Boer, Pieter Tjerk
5
2006
PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314
Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea
4
2016
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
4
2014
Generating triangulations at random. Zbl 0842.68084
Epstein, Peter; Sack, Jörg-Rüdiger
4
1994
Variance reduction through smoothing and control variates for Markov chain simulations. Zbl 0846.60071
Andradóttir, Sigrún; Heyman, Daniel P.; Ott, Teunis J.
4
1993
Quick simulation of ATM buffers with on-off multiclass Markov fluid sources. Zbl 0842.68112
Kesidis, G.; Walrand, J.
4
1993
Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem. Zbl 0840.62086
Brémaud, P.; Gong, W.-B.
4
1993
A comparative study of parallel and sequential priority queue algorithms. Zbl 0885.68024
Rönngren, Robert; Ayani, Rassul
4
1997
Inversive and linear congruential pseudorandom number generators in empirical tests. Zbl 0885.68149
Leeb, Hannes; Wegenkittl, Stefan
4
1997
Modeling formalisms for dynamic structure systems. Zbl 0916.93012
Barros, Fernando J.
4
1997
The weighted spectral test: Diaphony. Zbl 0921.11038
Hellekalek, Peter; Niederreiter, Harald
4
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
4
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.
4
2010
Efficient rare event simulation for heavy-tailed compound sums. Zbl 1384.62027
Blanchet, Jose; Li, Chenxin
4
2011
Semantics and efficient simulation algorithms of an expressive multilevel modeling language. Zbl 1369.93068
Helms, Tobias; Warnke, Tom; Maus, Carsten; Uhrmacher, Adelinde M.
2
2017
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
PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314
Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea
4
2016
A Bayesian approach to parameter inference in queueing networks. Zbl 1369.62050
Wang, Weikun; Casale, Giuliano; Sutton, Charles
3
2016
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno
2
2016
Automatic moment-closure approximation of spatially distributed collective adaptive systems. Zbl 1368.68316
Feng, Cheng; Hillston, Jane; Galpin, Vashti
2
2016
Intensional couplings in variable-structure models: an exploration based on multilevel-DEVS. Zbl 1368.68324
Steiniger, Alexander; Uhrmacher, Adelinde M.
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
A large-deviation-based splitting estimation of power flow reliability. Zbl 1373.78410
Wadman, Wander S.; Crommelin, Daan T.; Zwart, Bert P.
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
Stochastically constrained ranking and selection via SCORE. Zbl 1371.65059
Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung
13
2015
Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113
Love, David; Bayraksan, Güzin
7
2015
Exact sampling of stationary and time-reversed queues. Zbl 1384.90025
Blanchet, Jose; Wallwater, Aya
6
2015
Model reconstruction for moment-based stochastic chemical kinetics. Zbl 1384.92066
Andreychenko, Alexander; Mikeev, Linar; Wolf, Verena
4
2015
A cross-entropy scheme for mixtures. Zbl 1369.65006
Wang, Hui; Zhou, Xiang
2
2015
Computing cumulative rewards using fast adaptive uniformization. Zbl 1369.65014
Dannenberg, Frits; Hahn, Ernst Moritz; Kwiatkowska, Marta
2
2015
Screening for dispersion effects by sequential bifurcation. Zbl 1368.68311
Ankenman, Bruce E.; Cheng, Russell C. H.; Lewis, Susan M.
1
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
Calibration, validation, and prediction in random simulation models: Gaussian process metamodels and a Bayesian integrated solution. Zbl 1371.65016
Yuan, Jun; Ng, Szu Hui
1
2015
Regenerative simulation for queueing networks with exponential or heavier tail arrival distributions. Zbl 1371.60164
Moka, Sarat Babu; Juneja, Sandeep
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
15
2014
Stochastic kriging with biased sample estimates. Zbl 1322.68248
Chen, Xi; Kim, Kyoung-Kuk
6
2014
Gradient extrapolated stochastic kriging. Zbl 1371.65011
Qu, Huashuai; Fu, Michael C.
4
2014
Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011
Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena
4
2014
Selection procedures for simulations with multiple constraints under independent and correlated sampling. Zbl 1322.68250
Healey, Christopher; Andradóttir, Sigrún; Kim, Seong-Hee
3
2014
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. Zbl 1322.68251
Nakayama, Marvin K.
3
2014
Smoothed functional algorithms for stochastic optimization using \(q\)-Gaussian distributions. Zbl 1369.90111
Ghoshdastidar, Debarghya; Dukkipati, Ambedkar; Bhatnagar, Shalabh
2
2014
Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty. Zbl 1322.90055
Phan, Dzung; Ghosh, Soumyadip
2
2014
Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields. Zbl 1322.60068
Liu, Jingchen; Xu, Gongjun
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
Model-based annealing random search with stochastic averaging. Zbl 1369.90135
Hu, Jiaqiao; Zhou, Enlu; Fan, Qi
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 06860009
Owen, Art B.
24
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.
8
2013
Efficient MCMC for binomial logit models. Zbl 06860001
Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf
3
2013
Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066
Le Corff, Sylvain; Fort, Gersende
2
2013
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, Amandine; Fort, Gersende; Moulines, Eric
2
2013
Small variance estimators for rare event probabilities. Zbl 1386.65013
Broniatowski, Michel; Caron, Virgile
2
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
2
2013
Efficient importance sampling schemes for a feed-forward network. Zbl 1358.60079
Setayeshgar, Leila; Wang, Hui
2
2013
Posterior expectation of regularly paved random histograms. Zbl 1384.62129
Sainudiin, Raazesh; Teng, Gloria; Harlow, Jennifer; Lee, Dominic
1
2013
Reversible simulations of elastic collisions. Zbl 1390.65202
Perumalla, Kalyan S.; Protopopescu, Vladimir A.
1
2013
Asymptotic simulation efficiency based on large deviations. Zbl 1386.65049
Glynn, Peter W.; Juneja, Sandeep
1
2013
The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174
Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L.
15
2012
Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015
Chu, Fang; Nakayama, Marvin K.
8
2012
On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 06859988
Blanchet, Jose; Glynn, Peter; Leder, Kevin
8
2012
Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062
Ng, Szu Hui; Yin, Jun
5
2012
Simulating Lévy processes from their characteristic functions and financial applications. Zbl 1384.60081
Chen, Zisheng; Feng, Liming; Lin, Xiong
4
2012
Constructing nearly orthogonal Latin hypercubes for any nonsaturated run-variable combination. Zbl 1458.62173
Hernandez, Alejandro S.; Lucas, Thomas W.; Carlyle, Matthew
3
2012
On importance sampling with mixtures for random walks with heavy tails. Zbl 1386.65029
Hult, Henrik; Svensson, Jens
2
2012
Evolutionary optimization of low-discrepancy sequences. Zbl 1386.65162
De Rainville, François-Michel; Gagné, Christian; Teytaud, Olivier; Laurendeau, Denis
2
2012
Sampling exponentially tilted stable distributions. Zbl 1386.65051
Hofert, Marius
14
2011
The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054
Pasupathy, Raghu; Kim, Sujin
9
2011
A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 06859961
Amrein, Michael; Künsch, Hans R.
7
2011
Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159
Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar
6
2011
The double CFTP method. Zbl 1386.65048
Devroye, Luc; James, Lancelot F.
5
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.
5
2011
Efficient rare event simulation for heavy-tailed compound sums. Zbl 1384.62027
Blanchet, Jose; Li, Chenxin
4
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
2
2011
Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation. Zbl 1386.65034
Xu, Jie; Nelson, Barry L.; Hong, Jeff L.
14
2010
Finding feasible systems in the presence of constraints on multiple performance measures. Zbl 1384.90056
Batur, Demet; Kim, Seong-Hee
14
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
12
2010
Random variate generation by numerical inversion when only the density is known. Zbl 1386.65028
Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef
12
2010
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. Zbl 1386.65019
Kawai, Reiichiro
7
2010
Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066
L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W.
6
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
4
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.
4
2010
State-dependent importance sampling for a Jackson tandem network. Zbl 1384.90028
Miretskiy, Denis; Scheinhardt, Werner; Mandjes, Michel
3
2010
Performance of folded variance estimators for simulation. Zbl 06859936
Alexopoulos, Christos; Antonini, Claudia; Goldsman, David; Meterelliyoz, Melike
1
2010
Probabilistic analysis of simulation-based games. Zbl 1386.91023
Vorobeychik, Yevgeniy
1
2010
Generalized Lindley-type recursive representations for multiserver tandem queues with blocking. Zbl 1384.90027
Kin, Wai; Chan, Victor
1
2010
Random variate generation for exponentially and polynomially tilted stable distributions. Zbl 1390.65008
Devroye, Luc
39
2009
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
9
2009
Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem. Zbl 1390.65023
Pasupathy, Raghu; Schmeiser, Bruce W.
4
2009
Optimal parameter trajectory estimation in parameterized SDEs: an algorithmic procedure. Zbl 1390.93746
Bhatnagar, Shalabh; Karmeshu; Mishra, Vivek Kumar
2
2009
Graph annotations in modeling complex network topologies. Zbl 1390.90134
Dimitropoulos, Xenofontas; Krioukov, Dmitri; Vahdat, Amin; Riley, George
1
2009
Corrigendum: Behavior of the NORTA method for correlated random vector generation as the dimension increases. Zbl 1408.65005
Ghosh, Soumyadip; Henderson, Shane G.
1
2009
Modeling, scheduling, and simulation of switched processing systems. Zbl 1390.90217
Hung, Ying-Chao; Michailidis, George
4
2008
Deterministic and stochastic models for the detection of random constant scanning worms. Zbl 1390.90120
Rohloff, Kurt R.; Bacşar, Tamer
2
2008
Mathematical programming models of closed tandem queueing networks. Zbl 1390.90546
Chan, Wai Kin Victor; Schruben, Lee W.
2
2008
Stochastic formulation of SPICE-type electronic circuit simulation with polynomial chaos. Zbl 1390.65029
Strunz, Kai; Su, Qianli
1
2008
Approximate bivariate gamma generator with prespecified correlation and different marginal shapes. Zbl 1390.65016
Rosenfeld, Simon
1
2008
Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085
L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno
14
2007
Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002
Dupuis, Paul; Leder, Kevin; Wang, Hui
14
2007
Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020
Bhatnagar, Shalabh
7
2007
Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249
Nicola, Victor F.; Zaburnenko, Tatiana S.
6
2007
A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066
Esposito, Joel M.; Kumar, Vijay
5
2007
Common defects in initialization of pseudorandom number generators. Zbl 1390.65013
Matsumoto, Makoto; Wada, Isaku; Kuramoto, Ai; Ashihara, Hyo
4
2007
On the theoretical comparison of low-bias steady-state estimators. Zbl 1281.62187
Awad, Hernan P.; Glynn, Peter W.
3
2007
Conversion of high-period random numbers to floating point. Zbl 1281.65004
Doornik, Jurgen A.
3
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.
3
2007
A framework for locally convergent random-search algorithms for discrete optimization via simulation. Zbl 1390.90337
Hong, L. Jeff; Nelson, Barry L.
3
2007
Discrete-time heavy-tailed chains, and their properties in modeling network traffic. Zbl 1390.90166
Hernández, José Alberto; Phillips, Iain W.; Aracil, Javier
2
2007
Simulation output analysis using integrated paths. Zbl 06886445
Calvin, James M.
1
2007
Inverse transformed density rejection for unbounded monotone densities. Zbl 1390.65011
Hörmann, Wolfgang; Leydold, Josef; Derflinger, Gerhard
1
2007
Sample-based estimation of correlation ratio with polynomial approximation. Zbl 1390.65034
Lewandowski, Daniel; Cooke, Roger M.; Tebbens, Radboud J. Duintjer
1
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
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7 Computer Methods in Applied Mechanics and Engineering
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4 Foundations of Computational Mathematics
4 Nonlinear Analysis. Hybrid Systems
3 International Journal of General Systems
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3 Fuzzy Sets and Systems
3 Numerische Mathematik
3 Theoretical Population Biology
3 Journal of Information & Optimization Sciences
3 Systems & Control Letters
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3 Physica D
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3 Asia-Pacific Journal of Operational Research
3 Journal of Scientific Computing
3 Japan Journal of Industrial and Applied Mathematics
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3 SIAM Review
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3 Optimization Methods & Software
3 Journal of Combinatorial Optimization
3 International Journal of Theoretical and Applied Finance
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