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/tomacshttp://dl.acm.org/citation.cfm?id=J781 Documents Indexed: 381 Publications (since 1991) References Indexed: 59 Publications with 2,292 References. all top 5 Latest Issues 27, No. 2 (2017) 27, No. 1 (2016) 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) 9, No. 1 (1999) 8, No. 4 (1998) 8, No. 3 (1998) 8, No. 2 (1998) 8, No. 1 (1998) 7, No. 4 (1997) 7, No. 3 (1997) 7, No. 2 (1997) 7, No. 1 (1997) 6, No. 4 (1996) 6, No. 3 (1996) 6, No. 2 (1996) 6, No. 1 (1996) 5, No. 4 (1995) 5, No. 3 (1995) 5, No. 2 (1995) 5, No. 1 (1995) 4, No. 4 (1994) 4, No. 3 (1994) 4, No. 2 (1994) 4, No. 1 (1994) 3, No. 4 (1993) 3, No. 3 (1993) 3, No. 2 (1993) 3, No. 1 (1993) 2, No. 4 (1992) 2, No. 3 (1992) 2, No. 2 (1992) 2, No. 1 (1992) ...and 2 more Volumes all top 5 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 all top 5 Fields 169 Numerical analysis (65-XX) 143 Computer science (68-XX) 97 Statistics (62-XX) 84 Operations research, mathematical programming (90-XX) 70 Probability theory and stochastic processes (60-XX) 24 Number theory (11-XX) 19 General and overarching topics; collections (00-XX) 15 Biology and other natural sciences (92-XX) 14 Systems theory; control (93-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Information and communication theory, circuits (94-XX) 2 Ordinary differential equations (34-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Optics, electromagnetic theory (78-XX) 1 History and biography (01-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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 253 Publications have been cited 1,840 times in 1,400 Documents Cited by ▼ Year ▼ Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. Zbl 0917.65005Matsumoto, Makoto; Nishimura, Takuji 306 1998 Fast simulation of rare events in queueing and reliability models. Zbl 0843.62096Heidelberger, Philip 60 1995 A fully sequential procedure for indifference-zone selection in simulation. Zbl 06886308Kim, Seong-Hee; Nelson, Barry L. 49 2001 Implementation and tests of low-discrepancy sequences. Zbl 0846.11044Bratley, Paul; Fox, Bennett L.; Niederreiter, Harald 47 1992 Random variate generation for exponentially and polynomially tilted stable distributions. Zbl 1390.65008Devroye, Luc 44 2009 Latin supercube sampling for very high-dimensional simulations. Zbl 0917.65022Owen, Art B. 40 1998 A search for good multiple recursive random number generators. Zbl 0842.65004L’Ecuyer, Pierre; Blouin, François; Couture, Raymond 32 1993 Stationarity detection in the initial transient problem. Zbl 0842.68106Asmussen, Søren; Glynn, Peter W.; Thorisson, Hermann 32 1992 Analysis of an importance sampling estimator for tandem queues. Zbl 0841.62083Glasserman, Paul; Kou, Shing-Gang 31 1995 The mean square discrepancy of randomized nets. Zbl 0887.65030Hickernell, Fred J. 28 1996 Better estimation of small Sobol’ sensitivity indices. Zbl 06860009Owen, Art B. 26 2013 Variance with alternative scramblings of digital nets. Zbl 1390.65037Owen, Art B. 25 2003 Polynomial arithmetic analogue of Halton sequences. Zbl 0846.11045Tezuka, Shu 24 1993 Variable-sample methods for stochastic optimization. Zbl 1390.65003Homem-De-Mello, Tito 24 2003 Modeling, simulation, sensitivity analysis, and optimization of hybrid systems. Zbl 1390.93118Barton, Paul I.; Lee, Cha Kun 23 2002 State event location in differential-algebraic models. Zbl 0887.65075Park, Taeshin; Barton, Paul I. 22 1996 Behavior of the NORTA method for correlated random vector generation as the dimension increases. Zbl 1390.65009Ghosh, Soumyadip; Henderson, Shane G. 21 2003 Twisted GFSR generators. II. Zbl 0849.94015Matsumoto, Makoto; Kurita, Yoshiharu 19 1994 Monte Carlo methods for value-at-risk and conditional value-at-risk: a review. Zbl 1369.91191Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu 19 2014 Twisted GFSR generators. Zbl 0849.94014Matsumoto, Makoto; Kurita, Yoshiharu 16 1992 Stochastically constrained ranking and selection via SCORE. Zbl 1371.65059Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung 16 2015 Sampling exponentially tilted stable distributions. Zbl 1386.65051Hofert, Marius 16 2011 Rare events, splitting, and quasi-Monte Carlo. Zbl 1281.62085L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno 15 2007 Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation. Zbl 1386.65034Xu, Jie; Nelson, Barry L.; Hong, Jeff L. 15 2010 Finding feasible systems in the presence of constraints on multiple performance measures. Zbl 1384.90056Batur, Demet; Kim, Seong-Hee 15 2010 The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L. 15 2012 Simulating heavy tailed processes using delayed hazard rate twisting. Zbl 1390.65033Juneja, Sandeep; Shahabuddin, Perwez 15 2002 Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002Dupuis, Paul; Leder, Kevin; Wang, Hui 15 2007 A combined procedure for optimization via simulation. Zbl 1390.65024Pichitlamken, Juta; Nelson, Barry L. 14 2003 Random variate generation by numerical inversion when only the density is known. Zbl 1386.65028Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef 13 2010 Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey. Zbl 1390.65025Swisher, James R.; Jacobson, Sheldon H.; Yücesan, Enver 13 2003 Pseudorandom vector generation by the inversive method. Zbl 0847.11039Niederreiter, Harald 12 1994 Efficient and portable combined Tausworthe random number generators. Zbl 0844.65003Tezuka, Shu; L’Ecuyer, Pierre 12 1991 Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003Faure, Henri; Lemieux, Christiane 12 2009 Gradient estimation for discrete-event systems by measure-valued differentiation. Zbl 1384.90097Heidergott, Bernd; Vázquez-Abad, Felisa J.; Pflug, Georg; Farenhorst-Yuan, Taoying 12 2010 A Bernoulli factory. Zbl 0844.60008Keane, M. S.; O’Brien, George L. 11 1994 Cross-entropy and rare events for maximal cut and partition problems. Zbl 1390.90482Rubinstein, Reuven Y. 11 2002 Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113Love, David; Bayraksan, Güzin 10 2015 The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054Pasupathy, Raghu; Kim, Sujin 10 2011 Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng 10 2003 Bounded relative error is estimating transient measures of highly dependable non-Markovian systems. Zbl 0842.68116Heidelberger, Philip; Shahabuddin, Perwez; Nicola, Victor F. 9 1994 Analysis of parallel replicated simulations under a completion time constraint. Zbl 0842.65099Glynn, Peter W.; Heidelberger, Philip 9 1991 Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization. Zbl 1390.65019Bhatnagar, Shalabh 9 2005 Comparison with a standard via fully sequential procedures. Zbl 1478.62130Kim, Seong-Hee 9 2005 A qualitative simulation approach for fuzzy dynamical models. Zbl 0842.68118Bonarini, Andrea; Bontempi, Gianluca 8 1994 On the lattice structure of the add-with-carry and subtract-with-borrow random number generators. Zbl 0843.65003Tezuka, Shu; L’Ecuyer, Pierre; Couture, Raymond 8 1993 A new inversive congruential pseudorandom number generator with power of two modulus. Zbl 0844.11051Eichenauer-Herrmann, Jürgen; Grothe, Holger 8 1992 Stochastic kriging with biased sample estimates. Zbl 1322.68248Chen, Xi; Kim, Kyoung-Kuk 8 2014 Efficient and portable multiple recursive generators of large order. Zbl 1198.65025Deng, Lih-Yuan 8 2005 A system of high-dimensional, efficient, long-cycle and portable uniform random number generators. Zbl 1198.65026Deng, Lih-Yuan; Xu, Hongquan 8 2003 Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015Chu, Fang; Nakayama, Marvin K. 8 2012 On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 06859988Blanchet, Jose; Glynn, Peter; Leder, Kevin 8 2012 Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration. Zbl 1386.65167Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W. 8 2013 Modeling and generating multivariate time-series input processes using a vector autoregressive technique. Zbl 1390.65021Biller, Bahar; Nelson, Barry L. 8 2003 Continuous random variate generation by fast numerical inversion. Zbl 1390.65010Hörmann, Wolfgang; Leydold, Josef 8 2003 Simulation run lengths to estimate blocking probabilities. Zbl 1391.90198Srikant, Rayadurgam; Whitt, Ward 8 1996 Accelerating the convergence of random search methods for discrete stochastic optimization. Zbl 1391.65019Andradóttir, Sigrún 8 1999 Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata. Zbl 1386.65019Kawai, Reiichiro 7 2010 A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 06859961Amrein, Michael; Künsch, Hans R. 7 2011 Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249Nicola, Victor F.; Zaburnenko, Tatiana S. 7 2007 Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020Bhatnagar, Shalabh 7 2007 Confidence intervals using orthonormally weighted standardized time series. Zbl 1392.62262Foley, Robert D.; Goldsman, David 7 1999 Digital inversive pseudorandom numbers. Zbl 0847.11038Eichenauer-Herrmann, Jürgen; Niederreiter, Harald 6 1994 Massively parallel and distributed simulation of a class of discrete event systems: A different perspective. Zbl 0842.68108Vakili, Pirooz 6 1992 A time-division algorithm for parallel simulation. Zbl 0842.68094Lin, Yi-Bing; Lazowska, Edward D. 6 1991 Random variate generation for multivariate unimodal densities. Zbl 0917.65004Devroye, Luc 6 1997 Bad subsequences of well-known linear congruential pseudorandom number generators. Zbl 0917.65006Entacher, Karl 6 1998 Asymptotic robustness of estimators in rare-event simulation. Zbl 1386.65066L’Ecuyer, Pierre; Blanchet, Jose H.; Tuffin, Bruno; Glynn, Peter W. 6 2010 Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar 6 2011 An analysis of a variation of hit-and-run for uniform sampling from general regions. Zbl 1386.65020Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. 6 2011 Exact sampling of stationary and time-reversed queues. Zbl 1384.90025Blanchet, Jose; Wallwater, Aya 6 2015 Efficient simulation of a tandem Jackson network. Zbl 1390.90231Kroese, Dirk P.; Nicola, Victor F. 6 2002 Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces. Zbl 1390.65005Lee, Shing-Hoi; Glynn, Peter W. 6 2003 On the xorshift random number generators. Zbl 1390.65015Panneton, François; L’Ecuyer, Pierre 6 2005 Analysis of state-independent importance-sampling measures for the two-node tandem queue. Zbl 1390.90270de Boer, Pieter Tjerk 6 2006 Variance reduction through smoothing and control variates for Markov chain simulations. Zbl 0846.60071Andradóttir, Sigrún; Heyman, Daniel P.; Ott, Teunis J. 5 1993 Robust multiple comparisons under common random numbers. Zbl 0842.62061Nelson, Barry L. 5 1993 A unifying framework for distributed simulation. Zbl 0842.68101Bagrodia, R.; Chandy, K. M.; Liao, Wen Toh 5 1991 PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea 5 2016 Gradient extrapolated stochastic kriging. Zbl 1371.65011Qu, Huashuai; Fu, Michael C. 5 2014 On the marginal standard error rule and the testing of initial transient deletion methods. Zbl 1371.65012Wang, Rob J.; Glynn, Peter W. 5 2016 Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena 5 2014 Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. Zbl 1322.68251Nakayama, Marvin K. 5 2014 A rejection technique for sampling from loc-concave multivariate distributions. Zbl 0962.65005Leydold, Josef 5 1998 Analysis of and efficient algorithm for the hard-sphere problem. Zbl 0885.68076Krantz, Alan T. 5 1996 A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066Esposito, Joel M.; Kumar, Vijay 5 2007 Simulation optimization using the cross-entropy method with optimal computing budget allocation. Zbl 1386.65163He, Donghai; Lee, Loo Hay; Chen, Chun-Hung; Fu, Michael C.; Wasserkrug, Segev 5 2010 Efficient rare event simulation for heavy-tailed compound sums. Zbl 1384.62027Blanchet, Jose; Li, Chenxin 5 2011 The double CFTP method. Zbl 1386.65048Devroye, Luc; James, Lancelot F. 5 2011 Simulating Lévy processes from their characteristic functions and financial applications. Zbl 1384.60081Chen, Zisheng; Feng, Liming; Lin, Xiong 5 2012 Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062Ng, Szu Hui; Yin, Jun 5 2012 On the use of self-similar processes in network simulation. Zbl 1390.90137López-Ardao, José C.; López-García, Cándido; Suárez-González, Andrés; Fernández-Veiga, Manuel; Rodríguez-Rubio, Raúl 5 2000 Tables of 64-bit Mersenne twisters. Zbl 1390.65014Nishimura, Takuji 5 2000 To batch or not to batch? Zbl 1390.65018Alexopoulos, Christos; Goldsman, David 5 2004 Calculation of confidence intervals for simulation output. Zbl 1478.62068Cheng, R. C. H.; Holland, W. 5 2004 ASAP3: a batch means procedure for steady-state simulation analysis. Zbl 1478.62244Steiger, Natalie M.; Lada, Emily K.; Wilson, James R.; Joines, Jeffrey A.; Alexopoulos, Christos; Goldsman, David 5 2005 Efficient simulation of buffer overflow probabilities in Jackson networks with feedback. Zbl 1390.90224Juneja, Sandeep; Nicola, Victor 5 2005 Generating triangulations at random. Zbl 0842.68084Epstein, Peter; Sack, Jörg-Rüdiger 4 1994 Quick simulation of ATM buffers with on-off multiclass Markov fluid sources. Zbl 0842.68112Kesidis, G.; Walrand, J. 4 1993 Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem. Zbl 0840.62086Brémaud, P.; Gong, W.-B. 4 1993 Semantics and efficient simulation algorithms of an expressive multilevel modeling language. Zbl 1369.93068Helms, 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 PAM: particle automata in modeling of multiscale biological systems. Zbl 1368.68314Dzwinel, Witold; Wcisło, Rafal; Yuen, David A.; Miller, Shea 5 2016 On the marginal standard error rule and the testing of initial transient deletion methods. Zbl 1371.65012Wang, Rob J.; Glynn, Peter W. 5 2016 A Bayesian approach to parameter inference in queueing networks. Zbl 1369.62050Wang, Weikun; Casale, Giuliano; Sutton, Charles 3 2016 Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno 2 2016 A large-deviation-based splitting estimation of power flow reliability. Zbl 1373.78410Wadman, Wander S.; Crommelin, Daan T.; Zwart, Bert P. 2 2016 Automatic moment-closure approximation of spatially distributed collective adaptive systems. Zbl 1368.68316Feng, Cheng; Hillston, Jane; Galpin, Vashti 2 2016 Intensional couplings in variable-structure models: an exploration based on multilevel-DEVS. Zbl 1368.68324Steiniger, Alexander; Uhrmacher, Adelinde M. 1 2016 Computing Bayesian means using simulation. Zbl 1369.65016Andradóttir, Sigrún; Glynn, Peter W. 1 2016 Moving least squares regression for high-dimensional stochastic simulation metamodeling. Zbl 1371.65014Salemi, Peter; Nelson, Barry L.; Staum, Jeremy 1 2016 Modeling cache memory utilization on multicore using common pool resource game on cellular automata. Zbl 1369.68038Tsompanas, Michail-Antisthenis I.; Kachris, Christoforos; Sirakoulis, Georgios Ch. 1 2016 Actor-critic algorithms with online feature adaptation. Zbl 1369.90190Prabuchandran, K. J.; Bhatnagar, Shalabh; Borkar, Vivek S. 1 2016 Efficient flattening algorithm for hierarchical and dynamic structure discrete event models. Zbl 1368.68312Bae, Jang Won; Bae, Sang Won; Moon, Il-Chul; Kim, Tag Gon 1 2016 Stochastically constrained ranking and selection via SCORE. Zbl 1371.65059Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung 16 2015 Overlapping batches for the assessment of solution quality in stochastic programs. Zbl 1369.90113Love, David; Bayraksan, Güzin 10 2015 Exact sampling of stationary and time-reversed queues. Zbl 1384.90025Blanchet, Jose; Wallwater, Aya 6 2015 Model reconstruction for moment-based stochastic chemical kinetics. Zbl 1384.92066Andreychenko, Alexander; Mikeev, Linar; Wolf, Verena 4 2015 A cross-entropy scheme for mixtures. Zbl 1369.65006Wang, Hui; Zhou, Xiang 2 2015 Computing cumulative rewards using fast adaptive uniformization. Zbl 1369.65014Dannenberg, Frits; Hahn, Ernst Moritz; Kwiatkowska, Marta 2 2015 Screening for dispersion effects by sequential bifurcation. Zbl 1368.68311Ankenman, Bruce E.; Cheng, Russell C. H.; Lewis, Susan M. 1 2015 Balanced and approximate zero-variance recursive estimators for the network reliability problem. Zbl 1369.90058Cancela, Hector; Khadiri, Mohamed El; Rubino, Gerardo; Tuffin, Bruno 1 2015 Moment-based methods for parameter inference and experiment design for stochastic biochemical reaction networks. Zbl 1373.92051Ruess, Jakob; Lygeros, John 1 2015 Simulating organogenesis: algorithms for the image-based determination of displacement fields. Zbl 1369.92064Schwaninger, Clemens Arthur; Menshykau, Denis; Iber, Dagmar 1 2015 Constrained community-based gene regulatory network inference. Zbl 1369.92039Fioretto, Ferdinando; Dovier, Agostino; Pontelli, Enrico 1 2015 Calibration, validation, and prediction in random simulation models: Gaussian process metamodels and a Bayesian integrated solution. Zbl 1371.65016Yuan, Jun; Ng, Szu Hui 1 2015 Regenerative simulation for queueing networks with exponential or heavier tail arrival distributions. Zbl 1371.60164Moka, Sarat Babu; Juneja, Sandeep 1 2015 Monte Carlo methods for value-at-risk and conditional value-at-risk: a review. Zbl 1369.91191Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu 19 2014 Stochastic kriging with biased sample estimates. Zbl 1322.68248Chen, Xi; Kim, Kyoung-Kuk 8 2014 Gradient extrapolated stochastic kriging. Zbl 1371.65011Qu, Huashuai; Fu, Michael C. 5 2014 Approximate inference for observation-driven time series models with intractable likelihoods. Zbl 1322.65011Jasra, Ajay; Kantas, Nikolas; Ehrlich, Elena 5 2014 Confidence intervals for quantiles using sectioning when applying variance-reduction techniques. Zbl 1322.68251Nakayama, Marvin K. 5 2014 Selection procedures for simulations with multiple constraints under independent and correlated sampling. Zbl 1322.68250Healey, Christopher; Andradóttir, Sigrún; Kim, Seong-Hee 3 2014 Smoothed functional algorithms for stochastic optimization using \(q\)-Gaussian distributions. Zbl 1369.90111Ghoshdastidar, Debarghya; Dukkipati, Ambedkar; Bhatnagar, Shalabh 2 2014 Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty. Zbl 1322.90055Phan, Dzung; Ghosh, Soumyadip 2 2014 Efficient simulations for the exponential integrals of Hölder continuous Gaussian random fields. Zbl 1322.60068Liu, Jingchen; Xu, Gongjun 2 2014 A restricted multinomial hybrid selection procedure. Zbl 1322.62084Vieira, 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 1369.90135Hu, Jiaqiao; Zhou, Enlu; Fan, Qi 1 2014 Space-time matching algorithms for interest management in distributed virtual environments. Zbl 1322.68027Liu, Elvis S.; Theodoropoulos, Georgios K. 1 2014 Better estimation of small Sobol’ sensitivity indices. Zbl 06860009Owen, Art B. 26 2013 Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration. Zbl 1386.65167Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W. 8 2013 Efficient MCMC for binomial logit models. Zbl 06860001Fussl, Agnes; Frühwirth-Schnatter, Sylvia; Frühwirth, Rudolf 3 2013 Massive parallelization of serial inference algorithms for a complex generalized linear model. Zbl 1386.65065Suchard, Marc A.; Simpson, Shawn E.; Zorych, Ivan; Ryan, Patrick; Madigan, David 3 2013 Efficient importance sampling schemes for a feed-forward network. Zbl 1358.60079Setayeshgar, Leila; Wang, Hui 2 2013 Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066Le Corff, Sylvain; Fort, Gersende 2 2013 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 Small variance estimators for rare event probabilities. Zbl 1386.65013Broniatowski, Michel; Caron, Virgile 2 2013 Reversible simulations of elastic collisions. Zbl 1390.65202Perumalla, Kalyan S.; Protopopescu, Vladimir A. 2 2013 Posterior expectation of regularly paved random histograms. Zbl 1384.62129Sainudiin, Raazesh; Teng, Gloria; Harlow, Jennifer; Lee, Dominic 1 2013 Asymptotic simulation efficiency based on large deviations. Zbl 1386.65049Glynn, Peter W.; Juneja, Sandeep 1 2013 The effects of common random numbers on stochastic kriging metamodels. Zbl 1384.62174Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L. 15 2012 Confidence intervals for quantiles when applying variance-reduction techniques. Zbl 1386.65015Chu, Fang; Nakayama, Marvin K. 8 2012 On Lyapunov inequalities and subsolutions for efficient importance sampling. Zbl 06859988Blanchet, Jose; Glynn, Peter; Leder, Kevin 8 2012 Simulating Lévy processes from their characteristic functions and financial applications. Zbl 1384.60081Chen, Zisheng; Feng, Liming; Lin, Xiong 5 2012 Bayesian kriging analysis and design for stochastic simulations. Zbl 1386.65062Ng, Szu Hui; Yin, Jun 5 2012 Evolutionary optimization of low-discrepancy sequences. Zbl 1386.65162De Rainville, François-Michel; Gagné, Christian; Teytaud, Olivier; Laurendeau, Denis 4 2012 Constructing nearly orthogonal Latin hypercubes for any nonsaturated run-variable combination. Zbl 1458.62173Hernandez, Alejandro S.; Lucas, Thomas W.; Carlyle, Matthew 4 2012 On importance sampling with mixtures for random walks with heavy tails. Zbl 1386.65029Hult, Henrik; Svensson, Jens 2 2012 On simulating a class of Bernstein polynomials. Zbl 1384.60033Goyal, Vineet; Sigman, Karl 1 2012 Sampling exponentially tilted stable distributions. Zbl 1386.65051Hofert, Marius 16 2011 The stochastic root-finding problem: overview, solutions, and open questions. Zbl 1386.65054Pasupathy, Raghu; Kim, Sujin 10 2011 A variant of importance splitting for rare event estimation: fixed number of successes. Zbl 06859961Amrein, Michael; Künsch, Hans R. 7 2011 Stochastic approximation algorithms for constrained optimization via simulation. Zbl 1386.65159Bhatnagar, Shalabh; Hemachandra, N.; Mishra, Vivek Kumar 6 2011 An analysis of a variation of hit-and-run for uniform sampling from general regions. 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Zbl 1281.62085L’Ecuyer, Pierre; Demers, Valérie; Tuffin, Bruno 15 2007 Importance sampling for sums of random variables with regularly varying tails. Zbl 1390.65002Dupuis, Paul; Leder, Kevin; Wang, Hui 15 2007 Efficient importance sampling heuristics for the simulation of population overflow in Jackson networks. Zbl 1390.90249Nicola, Victor F.; Zaburnenko, Tatiana S. 7 2007 Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization. Zbl 1390.65020Bhatnagar, Shalabh 7 2007 A state event detection algorithm for numerically simulating hybrid systems with model singularities. Zbl 1281.93066Esposito, Joel M.; Kumar, Vijay 5 2007 Common defects in initialization of pseudorandom number generators. Zbl 1390.65013Matsumoto, Makoto; Wada, Isaku; Kuramoto, Ai; Ashihara, Hyo 4 2007 On the theoretical comparison of low-bias steady-state estimators. Zbl 1281.62187Awad, Hernan P.; Glynn, Peter W. 3 2007 Conversion of high-period random numbers to floating point. Zbl 1281.65004Doornik, Jurgen A. 3 2007 Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. Zbl 1478.62054Juneja, S.; Karandikar, R. L.; Shahabuddin, P. 3 2007 A framework for locally convergent random-search algorithms for discrete optimization via simulation. Zbl 1390.90337Hong, L. Jeff; Nelson, Barry L. 3 2007 ...and 153 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,263 Authors 24 L’Ecuyer, Pierre 21 Glynn, Peter W. 19 Tang, Hui-Chin 18 Blanchet, Jose H. 16 Ökten, Giray 14 Lemieux, Christiane 13 Nelson, Barry L. 13 Resende, Mauricio G. C. 12 Barton, Paul I. 12 Bhatnagar, Shalabh 12 Lee, Loo Hay 11 Dupuis, Paul G. 11 Hong, Liu Jeff 11 Niederreiter, Harald 11 Tuffin, Bruno 10 Kuznetsov, N. Yu. 10 Mandjes, Michel Robertus Hendrikus 9 Dick, Josef 9 Faure, Henri 9 Owen, Art B. 8 Andradóttir, Sigrún 8 Asmussen, Søren 8 Balakrishnan, Narayanaswamy 8 Fu, Michael C. 8 Harase, Shin 8 Hickernell, Fred J. 8 Kawai, Reiichiro 8 Nagatsuka, Hideki 8 Nakayama, Marvin K. 7 Barabesi, Lucio 7 Favaro, Stefano 7 Hörmann, Wolfgang 7 Juneja, Sandeep 7 Lam, Henry 7 Rubinstein, Reuven Y. 7 Stechlinski, Peter G. 7 Valverde, Jose C. 6 Aledo, Juan Ángel 6 Chen, Chun-Hung 6 Entacher, Karl 6 Henderson, Shane G. 6 Kroese, Dirk P. 6 Leovey, Hernan 6 Martinez, Silvia 6 Matsumoto, Makoto 6 Pardalos, Panos M. 6 Ridder, Ad 6 Scheinhardt, Werner R. W. 6 Sezer, Ali Devin 6 Silva, Ricardo Martins Abreu E. 6 Tsai, Shing Chih 6 Vaisman, Radislav 5 de Boer, Pieter-Tjerk 5 Gao, Siyang 5 Goda, Takashi 5 Goldsman, David M. 5 Hofert, Marius 5 Kao, Chiang 5 Kim, Seong-Hee 5 Koibuchi, Hiroshi 5 Krejić, Nataša 5 Liu, Jingchen 5 Ng, Szu Hui 5 Pasupathy, Raghu 5 Peng, Yijie 5 Pillichshammer, Friedrich 5 Ryzhov, Ilya O. 5 Sabino, Piergiacomo 5 Uhl, Andreas 5 Wang, Xiaoqun 5 Xiao, Hui 4 Batur, Demet 4 Bayraksan, Güzin 4 Botev, Zdravko I. 4 Boyle, Phelim P. 4 Broadie, Mark N. 4 Campi, Marco Claudio 4 Chew, Ek Peng 4 Choobineh, F. Fred 4 Díaz, Luis Guillermo 4 Dieker, A. B. 4 Eichenauer-Herrmann, Jürgen 4 Emmerich, Frank 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 Luo, Jun 4 Nipoti, Bernardo 4 Prünster, Igor 4 Römisch, Werner ...and 2,163 more Authors all top 5 Cited in 311 Journals 81 European Journal of Operational Research 40 Mathematics and Computers in Simulation 38 INFORMS Journal on Computing 34 Annals of Operations Research 30 Queueing Systems 28 Mathematics of Computation 28 ACM Transactions on Modeling and Computer Simulation 27 Operations Research 25 Journal of Computational Physics 25 Journal of Computational and Applied Mathematics 23 Journal of Complexity 22 Journal of Statistical Computation and Simulation 21 Statistics and Computing 20 The Annals of Applied Probability 19 Automatica 19 Communications in Statistics. Simulation and Computation 18 Discrete Event Dynamic Systems 18 Computational Statistics and Data Analysis 18 Monte Carlo Methods and Applications 17 Journal of Applied Probability 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 Computational Statistics 12 Cybernetics and Systems Analysis 11 Computers & Mathematics with Applications 11 The Annals of Statistics 11 Electronic Journal of Statistics 10 Computer Methods in Applied Mechanics and Engineering 10 Journal of Statistical Planning and Inference 10 Operations Research Letters 10 Mathematical Programming. Series A. Series B 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 9 Quantitative Finance 8 Theoretical Computer Science 8 Insurance Mathematics & Economics 7 Mathematics of Operations Research 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 Monatshefte für Mathematik 6 Communications in Statistics. Theory and Methods 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 Mathematical Biosciences 5 Information Sciences 5 Journal of Economic Dynamics & Control 5 Applied Mathematical Modelling 5 International Journal of Computer Mathematics 5 Journal of Statistical Mechanics: Theory and Experiment 5 Journal of Statistical Theory and Practice 4 Journal of Statistical Physics 4 Chaos, Solitons and Fractals 4 ACM Transactions on Mathematical Software 4 Naval Research Logistics 4 Statistics & Probability Letters 4 Physica D 4 Statistical Papers 4 Finite Fields and their Applications 4 Complexity 4 Parallel Algorithms and Applications 4 Journal of Discrete Mathematical Sciences & Cryptography 4 Foundations of Computational Mathematics 4 Nonlinear Analysis. Hybrid Systems 4 Stochastic Systems 3 International Journal of General Systems 3 Journal of Mathematical Analysis and Applications 3 Physica A 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 Statistics 3 Sequential Analysis 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 ...and 211 more Journals all top 5 Cited in 49 Fields 585 Numerical analysis (65-XX) 350 Statistics (62-XX) 335 Operations research, mathematical programming (90-XX) 309 Probability theory and stochastic processes (60-XX) 176 Computer science (68-XX) 111 Number theory (11-XX) 108 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 81 Systems theory; control (93-XX) 60 Biology and other natural sciences (92-XX) 40 Statistical mechanics, structure of matter (82-XX) 35 Ordinary differential equations (34-XX) 31 Calculus of variations and optimal control; optimization (49-XX) 30 Combinatorics (05-XX) 29 Information and communication theory, circuits (94-XX) 26 Dynamical systems and ergodic theory (37-XX) 26 Fluid mechanics (76-XX) 23 Partial differential equations (35-XX) 10 Mechanics of deformable solids (74-XX) 10 Quantum theory (81-XX) 9 Approximations and expansions (41-XX) 8 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 Field theory and polynomials (12-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Functional analysis (46-XX) 4 Operator theory (47-XX) 4 Mechanics of particles and systems (70-XX) 3 Integral transforms, operational calculus (44-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) 2 Mathematics education (97-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) Citations by Year