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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 25 Issue 1, January 2015

Stochastically Constrained Ranking and Selection via SCORE
Raghu Pasupathy, Susan R. Hunter, Nugroho A. Pujowidianto, Loo Hay Lee, Chun-Hung Chen
Article No.: 1
DOI: 10.1145/2630066

Consider the context of constrained Simulation Optimization (SO); that is, optimization problems where the objective and constraint functions are known through dependent Monte Carlo estimators. For solving such problems on large finite...

Screening for Dispersion Effects by Sequential Bifurcation
Bruce E. Ankenman, Russell C. H. Cheng, Susan M. Lewis
Article No.: 2
DOI: 10.1145/2651364

The mean of the output of interest obtained from a run of a computer simulation model of a system or process often depends on many factors; many times, however, only a few of these factors are important. Sequential bifurcation is a method that has...

Site-Specific Models for Realistic Wireless Network Simulation
Cigdem Sengul, Mustafa Al-Bado, Anja Feldmann
Article No.: 3
DOI: 10.1145/2661630

The utility of simulation-based performance evaluation for wireless networking has been under scrutiny as the community relies increasingly on testbed-based performance evaluations. While testbeds are invaluable tools for realistic network and...

Cluster-Based Spatiotemporal Background Traffic Generation for Network Simulation
Ting Li, Jason Liu
Article No.: 4
DOI: 10.1145/2667222

To reduce the computational complexity of large-scale network simulation, one needs to distinguish foreground traffic generated by the target applications one intends to study from background traffic that represents the bulk of the network traffic...

Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem
Hector Cancela, Mohamed El Khadiri, Gerardo Rubino, Bruno Tuffin
Article No.: 5
DOI: 10.1145/2674914

Exact evaluation of static network reliability parameters belongs to the NP-hard family, and Monte Carlo simulation is therefore a relevant tool to provide their estimations. The first goal of this work is to review a Recursive Variance Reduction...

A Cross-Entropy Scheme for Mixtures
Hui Wang, Xiang Zhou
Article No.: 6
DOI: 10.1145/2685030

We discuss how to generalize the classic cross-entropy method in the case where a family of mixture distributions, such as the mixture of multiple Gaussian modes, is used as an importance sampling distribution. A new iterative cross-entropy...