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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 15 Issue 1, January 2005

Efficient and portable multiple recursive generators of large order
Lih-Yuan Deng
Pages: 1-13
DOI: 10.1145/1044322.1044323
Deng and Xu [2003] 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
Pages: 14-38
DOI: 10.1145/1044322.1044324
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
Pages: 39-73
DOI: 10.1145/1044322.1044325
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
Shalabh Bhatnagar
Pages: 74-107
DOI: 10.1145/1044322.1044326
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...