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50th Anniversary Article: Stochastic Simulation Research in Management Science
16 references·4 citing·42 second hop
50th Anniversary Article: Stochastic Simulation Research in Management Science (2004)50th Anniversary Article: Stochastic Simu…Perspectives on the Evolution of Simulation (2002)Perspectives on the Evolution…Optimization for Simulation: Theory vs. Practice (2002)Optimization for Simulation: …Feature Article: Optimization for simulation: Theory vs. Practice (2002)Feature Article: Optimization…Variance Reduction Techniques for Estimating Value-at-Risk (2000)Variance Reduction Techniques…Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation (1995)Using Common Random Numbers f…A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)A Unified View of the IPA, SF…Planning Queueing Simulations (1989)Planning Queueing SimulationsImportance Sampling for Stochastic Simulations (1989)Importance Sampling for Stoch…Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation Analysis Gives S…Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)Convergence Properties of Inf…Batch Size Effects in the Analysis of Simulation Output (1982)Batch Size Effects in the Ana…A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (1981)A Perspective on the Use of C…Validation of Simulation Results (1971)Validation of Simulation Resu…Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis (1971)Conditional Monte Carlo: A Si…Verification of Computer Simulation Models (1967)Verification of Computer Simu…Some Tactical Problems in Digital Simulation (1963)Some Tactical Problems in Dig…Pharmaceutical Supply Chains and Drug Shortages (2023)Pharmaceutical Supply Chains …Interactive analysis of discrete-event logistics systems with support of a data warehouse (2011)Interactive analysis of discr…Capacity planning through queueing analysis and simulation-based statistical methods: a case study for semiconductor wafer fabs (2010)Capacity planning through que…The Black–Scholes model as a determinant of the implied volatility smile: A simulation study (2009)The Black–Scholes model as a …A Sequential Procedure for Determining the Length of a Steady-State Simulation (1979)Principles of Discrete Event Simulation. (1980)Control Variate Remedies (1990)Parallel processors for planning under uncertainty (1990)Evaluating uncertain investment decisions in low-carbon transition toward renewable energy (2019)Fast simulation of rare events in queueing and reliability models (1995)Return to RiskMetrics: The Evolution of a Standard (2001)Value at Risk (2001)Options, Futures and Other Derivatives (2003)ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications (2004)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)Poisson Arrivals See Time Averages (1982)Perturbation analysis and optimization of queueing networks (1983)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Optimization via simulation: A review (1994)Queues, Inventories and Maintenance. (1960)Proceedings of the 2017 Winter Simulation Conference (2017)Agent-Based Modeling in Economics and Finance: Past, Present, and Future (2025)A Guide to Simulation. (1985)A guide to simulation (2nd ed.) (1986)Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Active Nonlinear Tests (ANTs) of Complex Simulation Models (1998)Chapter 19 Gradient Estimation (2006)On loss functions and ranking forecasting performances of multivariate volatility models (2012)Simulation Modeling and Analysis. (1983)Stochastic Modeling and the Theory of Queues (1989)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments (2005)The Knowledge-Gradient Policy for Correlated Normal Beliefs (2009)Simulation for manufacturing system design and operation: Literature review and analysis (2014)Testability and Meaning (1936)The Logic of Scientific Discovery. (1959)An Essay on the Nature and Significance of Economic Science (1984)The predictive validation of ecological and environmental models (1993)Validation, verification, and testing techniques throughout the life cycle of a simulation study (1994)Verification and validation of simulation models (2010)Likelihood ratio gradient estimation for stochastic systems (1990)Simulation-based optimization of Markov reward processes (2001)Confidence Interval Estimation Using Standardized Time Series (1983)Overlapping batch means: something for nothing? (1984)Emergency medical services and beyond: Addressing new challenges through a wide literature review (2016)A unified framework for stochastic optimization (2018)
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References

  • 2002Feature Article: Optimization for simulation: Theory vs. Practice742 cited
  • 1989Importance Sampling for Stochastic Simulations635 cited
  • 2002Optimization for Simulation: Theory vs. Practice506 cited
  • 1967Verification of Computer Simulation Models423 cited
  • 1982Batch Size Effects in the Analysis of Simulation Output366 cited
  • 1963Some Tactical Problems in Digital Simulation346 cited
  • 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue226 cited
  • 2000Variance Reduction Techniques for Estimating Value-at-Risk217 cited
  • 1990A Unified View of the IPA, SF, and LR Gradient Estimation Techniques211 cited
  • 1981A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations208 cited
  • 1989Planning Queueing Simulations203 cited
  • 1971Validation of Simulation Results191 cited
  • 1995Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation158 cited
  • 1988Convergence Properties of Infinitesimal Perturbation Analysis Estimates157 cited
  • 1971Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis153 cited

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  • 2002Perspectives on the Evolution of Simulation149 cited
  • Cited by

    • 2010Capacity planning through queueing analysis and simulation-based statistical methods: a case study for semiconductor wafer fabs20 cited
    • 2009The Black–Scholes model as a determinant of the implied volatility smile: A simulation study20 cited
    • 2011Interactive analysis of discrete-event logistics systems with support of a data warehouse16 cited
    • 2023Pharmaceutical Supply Chains and Drug Shortages15 cited