Modeling & Simulation Resources


Europe Site    Site for Asia    Site for Middle East    UK Site     USA Site

The enormous potential of digital computation to manage new complex systems is impeded by exponential increases in complexity. The model's dimensionality increases from hundreds to thousands of variables, therefore, it is necessary have sub-models constructed by diverse technical teams to be integrated into the total computer simulation model. This site presents access to the recent advances in computer simulation for decision making that is of interest to researchers and graduate students across a number of academic domains.

I always welcome information regarding any further references for inclusion. You may like to contact me by sending me an email your comments/suggestions or corrections for improvement. Thank you.
Dr. Hossein Arsham   

Other resources in this series are:

  • Decision Science Resources,
    Europe Site    Site for Asia    Site for Middle East    UK Site     USA Site.
  • Probability and Statistics Resources,
    Asia-Pacific Site    Europe Site    Site for Asia    Site for Middle East    UK Site     USA Site.

    To search the site, try Edit | Find in page [Ctrl + f]. Enter a word or phrase in the dialogue box, e.g. "optimization" or "sensitivity" If the first appearance of the word/phrase is not what you are looking for, try Find Next.


    MENU

    1. General Resources
    2. Interesting and Useful Sites (topical category)
    3. Archival Journal Articles: Authors' Index
    4. Journal Web Sites
    5. Societies & Organizations
    6. Books: Authors' Index
    7. Additional Books and Journal Articles: Authors' Index

    Companion Sites:


    Archival Journal Articles: Authors' Index
    A B C D E F G H I
    J K L M N O P Q R
    S T U V W X Y Z

    Abstract of the papers may be found at: MATH

    General Resources

    A Basic Scientific Calculator
    A Catalog of Mathematics Resources on WWW and the Internet
    A Collection of JavaScript E-labs,  Europe Mirror Site.
    Agent-Based Computational Economics (ACE)
    Applied Management Science,  Europe Mirror Site,
    Versión en Espańol,  Espejo Sitio en Espańa.
    Bibliographies (Mathematics at Florida State University)
    Bibliography (by Pierre L'Ecuyer)
    BUBL Link
    Collection of Computer Science Bibliographies
    Computational Statistics,  Europe Mirror Site.
    Computer Science Journals
    Conferences |I |II |III |Conferences-Euresco|
    Decision Support Systems Rresources (by Dan Power)
    Directory of Computing Science Journals
    DMSO: Defense Modeling and Simulation Office
    Dynamical Systems Group
    Engineering Virtual Library
    Environmental Dynamics SIG
    Excel For Statistical Analysis,  Europe Mirror Site.
    Genetic Algorithms in Java
    Genetic Algorithms Laboratory (Illinois)
    Glossary of Modelling and Simulation
    Goodness-of-Fit Test for Discrete Random Variables
    IEEE Working Group on Discrete Event Systems
    Index to Math Subject Classification
    INFORMS College on Simulation
    Institute of Applied Computer Science and Information Systems
    Mathematics Archive
    Mean, Standard Deviation, & Coefficient of Variation
    M/M/1 Solver & Simulator (by Jarek Sklenar)
    Model Benders (Roger Smith)
    Modeling and Simulation,   Europe Mirror Site,  South Africa Mirror Site.
    MultiSimplex Experimental Design & Optimization Software
    National Academic Mailing List Service
    National Simulation Resource
    News: ARGE Simulation
    Numerical Methods
    On-line CS Techreports
    Other Bibliographies on Mathematics
    Performance Evaluation of Computers and Communication Networks
    Petri Nets
    Physical Sciences Information Gateway
    PhysInfo (by Eddy Kestemont)
    Priority Queues (by Lee Killough)
    Probabilistic Modeling,  Europe Mirror Site,  Versión en Espańol.
    Programación Estocastica (by Ramon Sala-Garrido)
    Publishers-Archive
    Publishers Around the World
    Publishers-Math
    Publishers (search)
    Random Number Generators
    Random Numbers and Monte Carlo Methods
    Random Variates Generator
    Robotics
    Search the Network Bibliography
    Sensitivity analysis (index)
    Simulation (Math Forum)
    Simulation Bookmarks (Parallel)
    Simulation des systčmes stochastiques (by Felisa Vázquez-Abad)
    Simulation Methods Expert Group
    Simulation Software Survey
    Statistics,  Europe Mirror Site.
    Social Systems (by J. Frolova, and V. Korobitsin)
    Software|
    (SPSA) Simultaneous Perturbation Stochastic Approximation
    Stochastic Programming Bibliography (by Mally van der Vlerk)
    Stochastic Programming Community
    Subject Area Pages
    Systems & Simulation Links
    Test for Homogeneity
    Test for Normality
    Test for Randomness
    Tests for Random Numbers
    Topics in Statistical Data Analysis,   Europe Mirror Site.
    Virtual Control Library
    Winter Simulation Conference
    Zero Saga & Confusions with Numbers,  Europe Mirror Site.

    Interesting and Useful Sites (topical category)


    General Resources
    Probability and Statistics for Simulation
    Monte Carlo in Action
    Simulation Courses
    Major Simulation Sites

    General Resources

    | All Topics Periodicals |Computer Science Bibliography |News Groups|

    Probability and Statistics for Simulation

    |A Basic Scientific Calculator |Chi-square Test for Crosstable Relationship |Goodness-of-Fit Test for Discrete Random Variables | Mean, Standard Deviation, & Coefficient of Variation |Multinomial Distributions: Expected Value, Variance, Standard Deviation, & Coefficient of Variation |MultiVariate Statistics: Mean, Variance, & Covariance |Test for Homogeneity |Test for Normality |Test for Randomness | Bayes' Revised Probability Applet | Introduction to Statistics | The Probability Web | Interactive Statistics Page|

    |Test for Randomness |Confidence Intervals |ANOVA in Detail |Statistics, Statistical Computing, and Mathematics |Bibliography for Computational Probability and Statistics | Business Statistics |Topics in Statistical Data Analysis | SimStat | Statistical Calculators on Web | T-test on the Web | Use and Abuse of Statistics | World Wide Resources | Virtual Library |MathForum | Introduction to Statistics | A New View of Statistics|

    | Statistics Homepage | Hyper Stat | Computer-based Learning Statistics | Statistics on Web |Testing the Mean |Testing the Variance: Is the Quality that Good? | The P-values |American Statistical Association

    Monte Carlo in Action

    |Simulations/Demos | Java Applets | Markov System Simulation | Let's Make a Deal | Small Sample Size Effect | Central Limit Theorem | Buffon's Needle | Monte-Carlo| | Random Numbers Generators | History of Monte Carlo | Monte Carlo Methods and Applications|


    Simulation Courses

    |Advanced Modeling and Simulation Techniques | Lecture Notes | Modeling and simulation-I | Management Simulations Inc.|

    Major Simulation Sites

    | McLeod Institute of Simulation Science | CAI Members | OpEMCSS graphical discrete event simulation library | SIMSCRIPT | Winter Simulation Conference| | ACM SIGSIM Simulation | The Society for Computer Simulation International | DoD Simulation office |Simulation Tools|

    |Environmental SIG | Control Society |SCS European Council | ACM Trans. on Modelling and Computer Simulation | Eskay: Animation | Complex Systems | Numerical Analysis Page | Design Research|

    | Statistical Software Providers |Laboratory of Cybernetics and Decision Support Systems |Imagine That, Inc. |PowerSim Co. | EXTEND Software | Computer Simulations for Research Design |Simulation Software Survey|

    Societies & Organizations

    National Societies:
    American OR/MS society
    Association for the Modelling and Simulation in Enterprises
    Australian Society for OR
    Brazil OR Society
    British OR Society
    Canadian OR Society
    Danish OR Society
    Dutch OR Society
    European Modelling and Simulation Societies
    French OR Society
    German OR Society
    Hungarian OR
    Italian consortium
    Italy OR Society
    New Zealand OR Society
    Nordic OR Society
    Portuguese OR Society
    Singapore OR Society
    South African OR Society

    Organizations:
    ACM Digital Library
    ACM SIGSIM Simulation
    AgentLink
    ARGE Simulation
    CAI Members
    Chance-Constrained & Stochastic Programming
    Complex Systems
    Community of Science
    Control Society
    Decision Sciences Institute (DSI)
    DoD: Mdeling and Simulation
    Environmental SIG
    Eskay: Animation
    EXTEND Software
    German Scientific Computing
    IEEE Working Group on Discrete Event Systems
    Imagine That, Inc.
    INFORMS Simulation
    Institute of Industrial Engineers
    International Society for the Systems Sciences (ISSS)
    Laboratory of Cybernetics and Decision Support Systems
    McLeod Institute of Simulation Science
    NCSTRL Collection
    Networked Computer Science Technical Reports Library
    Performance Measurement Association
    PowerSim Co.
    SCS European Council
    SCS: Society for Computer Simulation
    SIGSIM
    SIMSCRIPT
    Social Systems Simulation
    Society for Computer Simulation International (SCS)
    System Dynamics Group (Italy)
    System Dynamics Organization
    System Dynamics Society (US)
    UK Systems Society
    Winter Simulation Organization

    Journal WebSites

    ACM Transactions on Modeling and Computer Simulation
    Asia-Pacific Journal of Operational Research
    Australian & New Zealand Journal of Statistics
    Automatica
    Building and Environment
    Communications in Statistics: Simulation and Computation
    Computational Management Science
    Computing and Visualization in Science
    Computer Modeling in Engineering & Science
    Computer Physics Communications
    Computers & Industrial Engineering
    Computers and Operations Research
    Control and Cybernetics
    Decision Sciences Journal
    Discrete and Continuous Dynamical Systems
    Engineering with Computers
    European Journal of Operational Research
    Evolutionary Computation
    IEEE Journal of Systems, Man and Cybernetics Parts A, and B
    IIE Transactions
    INFOR
    INFORMS Journal on Computing
    International Journal of Engineering Simulation
    International Journal of Information Technology Decision Making (IT&DM)
    International Journal of Modelling and Simulation
    International Journal of Nonlinear Sciences and Numerical Simulation
    International Journal of Simulation and Process Modelling
    International Journal of Statistics and Systems
    International Journal of Systems Science
    International Transactions in Operational Research
    Inverse Problems: An Institute of Physics Journal
    Journal of Artificial Intelligence Research
    Journal of Computer and System Sciences
    Journal of Control and Dynamical Systems
    Journal of Economic Dynamics and Control
    Journal of Evolutionary Modeling and Economic Dynamics
    Journal of Interdisciplinary Mathematics
    Journal of Mathematical Systems, Estimation, and Control
    Journal of Process Control
    Journal of Statistical Computation and Simulation
    Journal of the ACM
    Journal of Theoretical Probability
    Linear Algebra and Its Applications
    Management Science
    Mathematical and Computer Modelling
    Mathematics & Computers in Simulation
    Mathematical Programming
    Mathematics of Control, Signals and Systems
    Microelectronics and Reliability
    Monte Carlo Methods and Applications
    Naval Research Logistics
    Neural Computation
    Operations Research Letters
    Performance Evaluation
    Probability Theory and Related Fields
    Reliability Engineering & System Safety
    Reliable Computing
    Simulation & Gaming: An International Journal of Theory, Practice, and Research
    Simulation Practice and Theory
    Statistics & Probability Letters
    Systems and Control Letters
    Theory of Probability and its Applications

    Journal Articles

    Abate J., and W. Whitt, Transient behavior of regular Brownian motion, I and II, Advance Applied Probability 19, 560-631, 1987.

    Abramson D., Constructing school timetables using simulated annealing: Sequential and parallel algorithms, Management Science, 37, 1991, 98-113.

    Abspoel S, L. Etman, J. Vervoort, R. van Rooij, A. Schoofs, and J. Rooda, Simulation based optimization of stochastic systems with integer design variables by sequential multipoint linear approximation, Structural and Multidisciplinary Optimization, 22, 125-139, 2001.

    Agnetis A., et al., Scheduling of flexible flow lines in an automobile assembly plant, Eur. J. Operational Research, 97, 1997, 348-362.

    Ahmed S., Seasonal models of peak electric load demand, Technological Forecasting and Social Change, 72(5), 2005, 609-622.

    Ahmed M., T. Alkhamis, and M. Hasan, Optimizing discrete stochastic systems using simulated annealing and simulation, Computers and Industrial Engineering, 32, 823-836, 1997.

    Ahmed M., T. Alkhamis, D. Miller, Discrete search methods for optimizing stochastic systems, Computers & Industrial Engineering, 34, 703-716, 1998.

    Ahn J-H., and J. Kim, Action-timing problem with sequential Bayesian belief revision process, Eur. J. Operational Research, 105, 1998, 118-129.

    Akbay K., Using Simulation Optimization to Find the Best Solution, IIE Transactions, May 1996, 24-29.

    Akmedjanov F., and S. Chelyshev, Robust stability investigation using frequency domain technique, Reliable Computing, 2 supplement, 9-10, 1996.

    Alberto, I. C. Azcárate, F. Mallor, and P. Mateo, Optimization with simulation and multiobjective analysis in industrial decision-making: A case study, Journal of Operational Research, 140, 373-383, 2002.

    Aleksandrov V., V. Sysoyeve, and V. Shemeneva, Stochastic optimization, Eng. Cybern., 5, 1968, 11-16.

    Alessandri A. and T. Parisini, Nonlinear modelling of complex large-scale plants using neural networks and stochastic approximation, IEEE Transactions on Systems, Man, and Cybernetics: A, 27, 750-757, 1997.

    Alexopoulos Ch., and A. Seila, A conservative method for selecting the best simulated system, Operations Research Letters, 19, 1996, 143-150.

    Alkhamis T., Simulated annealing for discrete optimization with estimation, European Journal of Operational Research, 116, 530-544, 1999.

    Al-Mharmah H., and J. Calvin, Optimal random non-adaptive algorithm for optimization of Brownian motion, Journal of Global Optimization, 8, 81-90, 1996.

    Al-Qaq W., M. Devetsikiotis, and J. Townsen, Stochastic gradient optimization of importance sampling for the efficient simulation of digital communication systems, IEEE Transactions on Communications, 43, 2975-2985, 1995.

    Alrefaei M., and S. Andradottir, A modification of the stochastic ruler method for discrete stochastic optimization, European Journal of Operational Research, 133, 160-182, 2001.

    Al-Sultan K., A tabu search Hooke and Jeeves algorithm for unconstrained optimization, Eurp. J. Operational Research, 103, 1997, 198-208.

    Andradóttir S., A global search method for discrete stochastic optimization, SIAM Journal on Optimization, 6, 513-530, 1996.

    Andradóttir S., Optimization of the transient and steady-state behavior of discrete event systems, Management Science, 42, 717-737, 1996.

    Andradóttir S., A stochastic approximation algorithm with varying bounds, Operations Research, 43, 1995, 1037-1048.

    Andradóttir S., A scaled stochastic approximation algorithm, Management Science, 42, 475-498, 1996.

    Andradóttir S., Optimization of transient and steady-state behavior of discrete event systems, Management Science, 42, 717-737, 1996.

    Andradóttir S., A method for discrete stochastic optimization, Management Science, 41, 1946-1961, 1995.

    Andradóttir S., D. Heyman, and T. Ott, On the choice of alternative measures in importance sampling with Markov chains, Operations Research, 33, 1995, 509-519.

    Andramonov M., A. Rubinov, and B. Glover, Cutting angle methods in global optimization, Applied Mathematics Letters, 12, 95-100, 1999.

    Andres T., Sampling methods and sensitivity analysis for large parameter sets, Journal of Statistics Computation and Simulation, 57, 77-110, 1997.

    Apeland S., and T. Aven, Risk based maintainance optimaization: Foundational issues, Reliability Engineering and System Safety, 67, 285-292, 2000.

    Araki Y. and K. Inoue, Comparison of the extremal search method by human being and machine, System and Control, 20, 106-115, 1976.

    Archetti F., A. Gaivoronski, and A. Sciomachen A., Sensitivity analysis and optimization of stochastic petri nets, Discrete Event Dynamic System: Theory and Applications, 3, 5-37, 1993.

    Arinze B., and J. Burton, A simulation model for industrial marketing, Omega, 20(3), 1992, 323-335.

    Armstrong J., R. Black, D. Laxton, and D. Rose, A robust method for simulating forward-looking models, Journal of Economic Dynamics and Control, 22, 489-501, 1998.

    Arsham H., Monte Carlo techniques for parametric finite multidimensional integral equations, Monte Carlo Methods and Applications, 13, 173-195, 2007.

    The use of simulation in discrete event dynamic systems design, Journal of Systems Science, 31, 563-573, 2000.

    Arsham H., Input parameters to achieve target performance in stochastic systems: A simulation-based approach, Inverse Problems in Engineering, 7, 363-384, 1999.

    Arsham H., Techniques for Monte Carlo optimizing, Monte Carlo Methods and Applications, 4, 181-230, 1998.

    Arsham H., Algorithms for sensitivity information in discrete-event systems simulation, Simulation Practice and Theory, 6, 1-22, 1998.

    Arsham H., Goal seeking problem in discrete event systems simulation, Microelectronics and Reliability, 37, 391-395, 1997.

    Arsham H., A test sensitive to extreme hidden periodicities, Stochastic Hydrology and Hydraulics, 11, 323-330, 1997.

    Arsham H., Performance extrapolation in discrete-event systems simulation, International Journal of Systems Science, 27, 863-869, 1996.

    Arsham H., Stochastic optimization of discrete event systems simulation, Microelectronics and Reliability, 36, 1357-1368, 1996.

    Arsham H., A solution algorithm for stochastic equations arising from discrete- event systems simulations, In Modelling and Simulation, Instrument Society of America, 23, 1815-1822, 1992.

    Arsham H., A simulation technique for estimation in perturbed stochastic activity networks, Simulation, 58, 258-267, 1992.

    Arsham H., Perturbation analysis in discrete-event simulation, International Journal of Modelling & Simulation, 11, 21-28, 1991.

    Arsham H., What-if analysis in computer simulation models: A comparative survey with some extensions, Mathematical and Computer Modelling, 13, 101-106, 1990.

    Arsham H., On the inverse problem in Monte-Carlo experiments, Inverse Problems, 5, 927-934, 1989.

    Arsham H., Sensitivity and optimization of computer simulation models, Modeling and Simulation, Instrument Society of America, 19, 1835-1842, 1988.

    Arsham H., Simulation based decision support for systems design and control, Organization (Organizacija): Journal of Management, Information Systems and Human Resource, 39, 626-634, 2006.

    Arsham H., Feuerverger, A., McLeish, D., Kreimer J. and Rubinstein R., Sensitivity analysis and the what-if problem in simulation analysis, Mathematical and Computer Modelling, 12, 193-219, 1989.
    PDF Version

    Asmussen S., and R. Rubinstein, The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models, Advances in Applied Probability, 24, 172-201, 1992.

    Asmussen S., and R. Rubinstein, Response surface estimation and sensitivity analysis via the efficient change of measure, Comm. Stat. Stoch. Models, 9, 313-339, 1993.

    Asmussen S., and C-L. Wang, Regenerative rare events simulation via likelihood ratios, Journal of Applied Probability, 31, 1994, 797-815.

    Atienza O., and G. Hong, Computer simulation: An effective tool for teaching statistical optimization procedures, Quality Engineering, 10(3), 499, 1998.

    Au G., and R. Paul, A graphical discrete event simulation environment, INFOR, 35, 121-137, 1997.

    Aytug H., C. Dogan, and G. Bezmez, Determining the number of kanbans: A simulation metamodelling approach, Simulation, 67, 23-32, 1996.

    Aytug H., S. Bhattacharyya, and G. Koehler, Genetic learning through simulation: An investigation in shop floor scheduling, Annals of Operations Research, 78, 1-29, 1998.

    Azadivar F. and Lee Y-H., Optimization of discrete variable stochastic systems by simulation, Mathematics and Computer in Simulation, 30, 1988, 331-345.

    Azadivar F., and J. Talavage, Optimization of stochastic simulation models, Mathematics and Computers in Simulation, 22, 231-241, 1980.

    Azadivar F., G. Tompkins, Simulation optimization with qualitative variables and structural model changes: A genetic algorithm approach, European Journal Of Operational Research, 113, 1999, 169-182.

    Bäck T., and H. Schwefel, An overview of evolutionary algorithms for parameter optimization, Evolutionary Computation, 1, 1-23, 1993.

    Badiru A., Neural network as a simulation metamodel in economic analysis of risky projects, European Journal of Operational Research, 105, 1998, 130-142.

    Badiru A., and D. Sieger, Neural network as a simulation metamodel in economic analysis of risky projects, Eur. J. Operational Research, 105, 1998, 130- 142.

    Baines T., S. Masona, P-O. Siebersa, and J. Ladbrookb, Humans: the missing link in manufacturing simulation?, Simulation Modelling Practice and Theory, 12(7-8), 2004, 515-526

    Bandyopadhyaya S., J. Reesb, and J. Barron, Simulating sellers in online exchanges, Decision Support Systems, 41(2), 2006, 500-513.

    Balci O., (Editor), Simulation and Modeling, Annals of Operations Research, 53, 1994.

    Balintfy J., and L. Lancaster, Simulation analysis of school lunch planning policies, Socio-Economic Planning Sciences, 32, 1998, 87-97.

    Bao G., C. Cassandras and M. Zazanis, First and second derivative estimators for cyclic closed queueing networks, IEEE Trans. on Automatic Control, 41, 1210-1213, 1996.

    Barron E., P. Cardaliaguet, and R. Jensen, Radon - Nikodym Theorem in Linfinity, Applied Mathematics & Optimization, 42, 103-126, 2000.

    Barton R., and J. Ivey, Jr., Nelder-Mead simplex modifications for simulation optimization, Management Science, 42, 1996, 954-973.

    Batmaz I., and S. Tunali, Small response surface designs for metamodel estimation, European Journal of Operational Research, 145, 455-470, 2003.

    Beckman R., and M. McKay, Monte Carlo estimation under different distributions using the same simulation, Technometrics, 29, 1987, 153-160.

    Bedoni M., Strategies simulation in an aggregate bank model, European Journal of Operational Research, 30, 1987, 24 -29

    Bekey G., and M. Ung, A comparative evaluation of two global search algorithms, IEEE Trans. on SMC, 4, 112-118, 1974.

    Bélisle C., Convergence theorems for a class of simulated annealing algorithms on Rd, Journal of Applied Probability, 29, 1992, 885-895.

    Benson D., Simulation modeling and optimization using ProModel, in the Proceedings of the Winter Simulation conference, 1996.

    Berends P., and G. Romme, Cyclicality of capital-intensive industries: A system dynamics simulation study of the paper industry, Omega, 29, 543-552, 2001.

    Betro B., Bayesian methods in global optimization, Journal of Global Optimization, 1, 1-14, 1991.

    Bettonvil B., A formal description of discrete event dynamic systems including infinitesimal perturbation analysis, European Journal of Operational Research, 42, 213-222, 1989.

    Bettonvil B., J. Kleijnen, Searching for important factors in simulation models with many factors: Sequential bifurcation, Eur. J. Operational Research, 96, 1997, 180-194.

    Beyn W-J, and W. Kless, Numerical Taylor expansions of invariant manifolds in large dynamical systems, Numerische Mathematik, 80, 1998, 1-38

    Bhaté-Felsheim A., et. al., Simulation of a probation/parole system, Socio-economic Planning Sciences, 36, 139-154, 2002.

    Biester Ch., P. Grabner, G. Larcher, and R. Tichy, Adaptive search in quasi-Monte Carlo optimization, Math. Comp., 64, 1995, 807-818.

    Biethhan J., and V. Nissen, Combinations of simulation and evolutionary algorithms in management science and economics, Annals of Operations Research, 52, 1994, 183-208.

    Birge J, and F. Louveaux, Introduction to Stochastic Programming, Springer, New York, 1997.

    Borkar V., Asynchronous stochastic approximations, SIAM Journal on Control and Optimization, 36(3), 1998.

    Borovkov K., On simulation of random vectors with given densities in regions and on their boundaries, Journal of Applied Probability, 31, 1994, 205--220.

    Bosch P, and A. Klauw, Modeling, Identification and Simulation of Dynamical Systems, CRC Press, 1994.

    Bowman R., Stochastic gradient-based time-cost tradeoffs in PERT network using simulation, Annals of Operations Research, 53, 533-551, 1994.

    Brailsford S., and Bernd Schmidt, Towards incorporating human behaviour in models of health care systems: An approach using discrete event simulation, European Journal of Operational Research, 150, 19-31, 2003.

    Brémaud P., Maximal coupling and rare perturbation sensitivity analysis, Queueing Systems: Theory and Applications, 10, 1992, 249-270.

    Brémaud, P. and F. Vázquez-Abad, On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method, Queueing Systems, 10, 1992, 249-270.

    Brennan R., and P. Rogers, Stochastic optimization applied to a manufacturing system operation problem, in the Proceedings of the Winter Simulation conference, 1995.

    Brooks D. and W. Verdini, Computational experience with generalized simulated annealing over continuous variables, Am. J. Math. Manage. Sci., 8, 1988, 425-449.

    Bucha C., J. Doepkeb, and Chr. Pierdzioch, Financial openness and business cycle volatility, Journal of International Money and Finance, 24(5), 2005, 744-765.

    Butler J., Simulation techniques for the sensitivity analysis of multi-criteria decision models, European Journal of Operational Research, 103, 1998, 531-546.

    Cantoni M, M. Marseguerra, and E. Zio, Genetic algorithms and Monte Carlo simulation for optimal plant design, Reliability Engineering and System Safety, 68, 29-365, 2000.

    Caflisch R., Monte Carlo and quasi-Monte Carlo methods, Acta Numerica, 7, 1998, 1-50.

    Cao X-R., Perturbation analysis of discrete event systems: Concepts, algorithms, and applications, European Journal of Operational Research, 91, 1-13, 1996.

    Cao X-R., Performance sensitivity analysis of open Markovian queueing networks, Eur. J. Operational Research, 76, 1994, 529-551

    Cao X-R., Realization probability in multi-class closed queueing networks, European Journal of Operational Research, 36, 393-401, 1988.

    Cao X-R., Realization probability in closed Jackson queueing networks and its application, Adv. in Appl. Prob., 19, 708-738, 1987.

    Cao X-R., Sensitivity estimates based on one realization of stochastic system, Journal of Statistical Computation and Simulation, 27, 211-232, 1987.

    Cao X-R., Convergence of parameter sensitivity estimates in a stochastic experiment, IEEE Trans. Autom. Control, AC-30, 845-853, 1985.

    Cao Q., W. Patterson, and X. Bai, Reexamination of processing time uncertainty, European Journal of Operational Research, 164(1), 2005, 185-194.

    Caramanis M., and G. Liberopoulos, Perturbation analysis for the design of flexible manufacturing system flow controllers, Operations Research, 40, 1992, 1107-1125.

    Carcano G., P. Falbo, and S. Stefani, Speculative trading in mean reverting markets, European Journal of Operational Research, 163(1), 2005, 132-144.

    Cario M., and B. Nelson, Autoregressive to anything: Time-series input processes for simulation, Operations Research Letters, 19, 51-58, 1996.

    Carmone Jr. F., A Monte Carlo investigation of incomplete pairwise comparison matrices in AHP, Eurp. J. Operational Research, 103, 1997, 538-553.

    Carson T., Optimization and evaluation, in the Proceedings of the Winter Simulation conference, 1996.

    Carson T., and A. Maria, Simulation optimization: Methods and Applications, in the Proceedings of the Winter Simulation conference, 118-126, 1997.

    Caruso C., and F. Quarta, Interpolation methods comparison, Computers and Mathematics with Applications, 35, 1998, 109-126.

    Cassandras C., and S. Strickland, On-line sensitivity analysis of Markov chains, IEEE Transactions on Automatic Control, 34, 1989, 76-86.

    Castellacci G., and M. Siclari, The practice of Delta–Gamma VaR: Implementing the quadratic portfolio model, European Journal of Operational Research, 150(3), 2003, 529-545.

    Catoni O., Rough large deviation estimates for simulated annealing: Application to exponential schedules, Annals of Probability, 20, 1992, 1109-1146.

    Cellier F., How to enhance the robustness of simulation software, Systems Analysis, Modelling and Simulation, 1, 55-61, 1984.

    Ceric V. and L. Lakatos, Measurement and analysis of input data for queueing systems models used in system design, System Analysis Modelling Simulation, 11, 227-232, 1993.

    Chan K., S. Tarantola, and A. Saltelli, Sensitivity analysis of model output: Variance-based methods make the difference, in the Proceedings of the Winter Simulation Conference, 261-268, 1997.

    Chaturvedia A., S. Mehtaa, D. Dolkb, and R. Ayerc, Agent-based simulation for computational experimentation: Developing an artificial labor market, European Journal of Operational Research, 166(3), 2005, 694-716.

    Chelouah R., and P Siarry, Genetic and Nelder-Mead algorithms hybridized for a more accurate global optimization of continuous multiminima functions, European Journal of Operational Research, 148, 335-348, 2003.

    Chen C-H., A lower bound for the correct subsetselection probability and its application to discrete event systems simulations, IEEE Transactions on Automatic Control, 41, 1227-1231, 1996.

    Chen C-H., K. Donohue, E. Yucesan, and J. Lin, Optimal computing budget allocation for Monte Carlo simulation with application to product design, Simulation Modelling Practice and Theory, 11, 57-74, 2003.

    Chen F., and Y-Sh. Zheng, Sensitivity analysis of an (s,S) inventory model, Operations Research Letters, 21, 1997, 19-23.

    Chen H-C., C-H. Chen, L. Dai, and E. Yucesan, New development of optimal computing budget allocation for discrete event simulation, in the Proceedings of the Winter Simulation Conference, 334-341, 1997

    Chen H-F., Convergence analysis of dynamic stochastic approximation, Systems & Control Letters, 35, 309-315, 1998.

    Chen H-F., and Y.M. Zhu, Stochastic approximation procedures with randomly varying truncations, Scientia Sinica: Series A, 29, 1986, 914-926.

    Chen H-F., T. Duncan, and B. Pasik-Duncan, A stochastic approximation algorithm with random differences, Proceedings of the 13th IFAC World Congress, H, 493-496, 1996, (alternative convergence conditions for SPSA).

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