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Cited by

• 1990A Unified View of the IPA, SF, and LR Gradient Estimation Techniques211 cited
• 1996Nelder-Mead Simplex Modifications for Simulation Optimization209 cited
• 1999Simulation optimization methodologies196 cited
• 1992Metamodels for simulation input-output relations175 cited
• 1996Sample-path optimization of convex stochastic performance functions157 cited
• 1989Techniques for simulation response optimization118 cited
• 1992A tutorial on simulation optimization116 cited
• 2005Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control93 cited
• 1994Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State90 cited
• 2002An overview of derivative estimation84 cited
• 2001Techniques for fast simulation of models of highly dependable systems83 cited
• 1988Simulation methods for queues: An overview73 cited
• 1990Optimization of static simulation models by the score function method69 cited
• 1998Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization69 cited