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Efficient and portable multiple recursive generators of large order
Deng and Xu  proposed a system of multiple recursive generators of prime modulus p and order k, where all nonzero coefficients of the recurrence are equal. This type of generator is efficient because only a single multiplication...
A sort-based DDM matching algorithm for HLA
C. Raczy, G. Tan, J. Yu
The High Level Architecture (HLA) is an architecture for reuse and interoperation of simulations. It provides several Data Distribution Management (DDM) services to reduce the transmission and reception of irrelevant data. These services rely on the...
ASAP3: a batch means procedure for steady-state simulation analysis
Natalie M. Steiger, Emily K. Lada, James R. Wilson, Jeffrey A. Joines, Christos Alexopoulos, David Goldsman
We introduce ASAP3, a refinement of the batch means algorithms ASAP and ASAP2, that delivers point and confidence-interval estimators for the expected response of a steady-state simulation. ASAP3 is a sequential procedure designed to produce a...
Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization
We develop in this article, four adaptive three-timescale stochastic approximation algorithms for simulation optimization that estimate both the gradient and Hessian of average cost at each update epoch. These algorithms use four, three, two, and one...