An Illustration of the Sample Space Definition of Simulation & Variance Reduction.
Transactions of the Society for Computer Simulation International
Decomposition of some well-known variance reduction techniques
Journal of Statistical Computation and Simulation
A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Monte Carlo, control variates, and stochastic ordering
SIAM Journal on Scientific and Statistical Computing
Operations Research
Management Science
Importance sampling for stochastic simulations
Management Science
Discrete-time conversion for simulating finite-horizon Markov processes
SIAM Journal on Applied Mathematics
Implementing a random number package with splitting facilities
ACM Transactions on Mathematical Software (TOMS)
Operations Research
The asymptotic efficiency of simulation estimators
Operations Research
A Unified Framework for Simulating Markovian Models of Highly Dependable Systems
IEEE Transactions on Computers
Convergence rates for steady-state derivative estimators
Annals of Operations Research - Special issue on sensitivity analysis and optimization of discrete event systems
IEEE/ACM Transactions on Networking (TON)
Mathematics of Operations Research
Improving Monte Carlo efficiency by increasing variance
Management Science
Some guidelines and guarantees for common random numbers
Management Science
Variance reduction through smoothing and control variates for Markov chain simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Robust multiple comparisons under common random numbers
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Asymptotically optimal importance sampling for product-form queuing networks
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Quick simulation of ATM buffers with on-off multiclass Markov fluid sources
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling for the simulation of highly reliable Markovian systems
Management Science
Fast simulation methods for highly dependable systems
WSC '94 Proceedings of the 26th conference on Winter simulation
Monte Carlo summation and integration applied to multiclass queuing networks
Journal of the ACM (JACM)
Effective bandwidth and fast simulation of ATM intree networks
Performance '93 Proceedings of the 16th IFIP Working Group 7.3 international symposium on Computer performance modeling measurement and evaluation
Variance reduction for simulation practitioners
WSC '87 Proceedings of the 19th conference on Winter simulation
Communications of the ACM
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Fast Simulation of Rare Events in Queueing and Reliability Models
Performance Evaluation of Computer and Communication Systems, Joint Tutorial Papers of Performance '93 and Sigmetrics '93
FAST SIMULATION OF PACKET LOSS RATES IN A SHARED BUFFER COMMUNICATIONS SWITCH
FAST SIMULATION OF PACKET LOSS RATES IN A SHARED BUFFER COMMUNICATIONS SWITCH
A tutorial on design and analysis of simulation experiments
WSC '95 Proceedings of the 27th conference on Winter simulation
Statistical issues in simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
Importance sampling for large ATM-type queueing networks
WSC '96 Proceedings of the 28th conference on Winter simulation
Statistical analysis of simulation output
Proceedings of the 29th conference on Winter simulation
Efficiency improvement by lattice rules for pricing Asian options
Proceedings of the 30th conference on Winter simulation
Accelerated simulation for pricing Asian options
Proceedings of the 30th conference on Winter simulation
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Strategic directions in simulation research (panel)
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 2
Estimating small cell-loss ratios in ATM switches via importance sampling
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Proceedings of the 32nd conference on Winter simulation
Output modeling: abc's of output analysis
Proceedings of the 33nd conference on Winter simulation
On the Use of Quasi-Monte Carlo Methods in Computational Finance
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
Efficient simulated maximum likelihood with an application to online retailing
Statistics and Computing
Proceedings of the 40th Conference on Winter Simulation
Proceedings of the 40th Conference on Winter Simulation
Methods for empirical game-theoretic analysis
AAAI'06 proceedings of the 21st national conference on Artificial intelligence - Volume 2
Probabilistic analysis of simulation-based games
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Strategic analysis with simulation-based games
Winter Simulation Conference
AMEC'05 Proceedings of the 2005 international conference on Agent-Mediated Electronic Commerce: designing Trading Agents and Mechanisms
Computers in Human Behavior
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