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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 20 Issue 1, January 2010

Guest editors' introduction to special issue on the first INFORMS simulation society research workshop
Stephen E. Chick, Enver Yücesan
Article No.: 1
DOI: 10.1145/1667072.1667073

Simulation modeling for analysis
Lee Schruben
Article No.: 2
DOI: 10.1145/1667072.1667074

This article explores possibilities for designing and executing simulation models with specific analysis goals in mind, and shows that a tight coupling of the modeling and analysis phases in a simulation project can lead to dramatic improvements...

Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation
Jie Xu, Barry L. Nelson, JEFF L. Hong
Article No.: 3
DOI: 10.1145/1667072.1667075

Industrial Strength COMPASS (ISC) is a particular implementation of a general framework for optimizing the expected value of a performance measure of a stochastic simulation with respect to integer-ordered decision variables in a finite (but...

Simulation optimization using the cross-entropy method with optimal computing budget allocation
Donghai He, Loo Hay Lee, Chun-Hung Chen, Michael C. Fu, Segev Wasserkrug
Article No.: 4
DOI: 10.1145/1667072.1667076

We propose to improve the efficiency of simulation optimization by integrating the notion of optimal computing budget allocation into the Cross-Entropy (CE) method, which is a global optimization search approach that iteratively updates a...

Gradient estimation for discrete-event systems by measure-valued differentiation
Bernd Heidergott, Felisa J. Vázquez--Abad, Georg Pflug, Taoying Farenhorst-Yuan
Article No.: 5
DOI: 10.1145/1667072.1667077

In simulation of complex stochastic systems, such as Discrete-Event Systems (DES), statistical distributions are used to model the underlying randomness in the system. A sensitivity analysis of the simulation output with respect to parameters of...

Asymptotic robustness of estimators in rare-event simulation
Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn
Article No.: 6
DOI: 10.1145/1667072.1667078

The asymptotic robustness of estimators as a function of a rarity parameter, in the context of rare-event simulation, is often qualified by properties such as bounded relative error (BRE) and logarithmic efficiency (LE), also called asymptotic...