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