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Deng and Xu 2003 proposed a system of multiple recursive generators of prime modulus p and order k , where all nonzero coefficients of the recurrence are equal. This type of generator is efficient because only a single multiplication is required. It is common to choose p = 2 31 −1 and some...
The High Level Architecture (HLA) is an architecture for reuse and interoperation of simulations. It provides several Data Distribution Management (DDM) services to reduce the transmission and reception of irrelevant data. These services rely on the computation of the intersection between...
We introduce ASAP3, a refinement of the batch means algorithms ASAP and ASAP2, that delivers point and confidence-interval estimators for the expected response of a steady-state simulation. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator that satisfies...
We develop in this article, four adaptive three-timescale stochastic approximation algorithms for simulation optimization that estimate both the gradient and Hessian of average cost at each update epoch. These algorithms use four, three, two, and one simulation(s), respectively, and update the...
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