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Research Output 1983 2019

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Article
2019

Detecting bias due to input modelling in computer simulation

Morgan, L. E., Nelson, B. L., Titman, A. C. & Worthington, D. J., Dec 16 2019, In : European Journal of Operational Research. 279, 3, p. 869-881 13 p.

Research output: Contribution to journalArticle

Computer Simulation
Computer simulation
Modeling
Response Surface
Design of experiments
1 Citation (Scopus)

Gaussian markov random fields for discrete optimization via simulation: Framework and algorithms

Salemi, P. L., Song, E., Nelson, B. L. & Staum, J., Jan 2019, In : Operations Research. 67, 1, p. 250-266 17 p.

Research output: Contribution to journalArticle

Random field
Simulation optimization
Optimality
Inference
Guarantee

Generalized integrated Brownian fields for simulation metamodeling

Salemi, P., Staum, J. & Nelson, B. L., Jan 1 2019, In : Operations Research. 67, 3, p. 874-891 18 p.

Research output: Contribution to journalArticle

Brownian movement
Random field
Integrated
Simulation
Metamodeling
1 Citation (Scopus)

Input–output uncertainty comparisons for discrete optimization via simulation

Song, E. & Nelson, B. L., Jan 1 2019, In : Operations Research. 67, 2, p. 562-576 15 p.

Research output: Contribution to journalArticle

Error analysis
Simulation optimization
Uncertainty
Simulation model
Simulation

Virtual statistics in simulation via k nearest neighbors

Lin, Y., Nelson, B. L. & Pei, L., Jan 1 2019, In : INFORMS Journal on Computing. 31, 3, p. 576-592 17 p.

Research output: Contribution to journalArticle

Discrete event simulation
Byproducts
Tuning
Statistics
K-nearest neighbor
2018

Variance and derivative estimation of virtual performance

Lin, Y. & Nelson, B. L., Aug 2018, In : ACM Transactions on Modeling and Computer Simulation. 28, 3, A17.

Research output: Contribution to journalArticle

Derivative Estimation
Variance Estimation
Derivatives
Random processes
Estimator
2017
Simulation Experiment
MATLAB
Output
Experiment
Sampling Theory

Technical note: The MAPt/Pht/∞ queueing system and multiclass [MAPt/Pht/∞]K queueing network

Gerhardt, I., Nelson, B. L. & Taaffe, M. R., Mar 1 2017, In : INFORMS Journal on Computing. 29, 2, p. 367-376 10 p.

Research output: Contribution to journalArticle

Queueing networks
Autocorrelation
Telecommunication
Differential equations
Queueing system
2016
3 Citations (Scopus)

General-purpose ranking and selection for computer simulation

Lee, S. & Nelson, B. L., Jun 2 2016, In : IIE Transactions (Institute of Industrial Engineers). 48, 6, p. 555-564 10 p.

Research output: Contribution to journalArticle

Computer simulation
Normal distribution
15 Citations (Scopus)

Indifference-zone-free selection of the best

Fan, W., Jeff Hong, L. & Nelson, B. L., Nov 1 2016, In : Operations Research. 64, 6, p. 1499-1514 16 p.

Research output: Contribution to journalArticle

Hinges
Indifference
6 Citations (Scopus)

Moving least squares regression for high-dimensional stochastic simulation metamodeling

Salemi, P., Nelson, B. L. & Staum, J., Jan 2016, In : ACM Transactions on Modeling and Computer Simulation. 26, 3, 16.

Research output: Contribution to journalArticle

Moving Least Squares
Metamodeling
Least Squares Regression
Stochastic Simulation
High-dimensional
5 Citations (Scopus)

Multivariate input uncertainty in output analysis for stochastic simulation

Xie, W., Nelson, B. L. & Barton, R. R., Oct 2016, In : ACM Transactions on Modeling and Computer Simulation. 27, 1, 5.

Research output: Contribution to journalArticle

Stochastic Simulation
Estimation Error
Error analysis
Uncertainty
Output
14 Citations (Scopus)

Shapley effects for global sensitivity analysis: Theory and computation

Song, E., Nelson, B. L. & Staum, J., Jan 1 2016, In : SIAM-ASA Journal on Uncertainty Quantification. 4, 1, p. 1060-1083 24 p.

Research output: Contribution to journalArticle

Global Analysis
Sensitivity analysis
Sensitivity Analysis
Game theory
Output
32 Citations (Scopus)

'Some tactical problems in digital simulation' for the next 10 years

Nelson, B. L., Feb 1 2016, In : Journal of Simulation. 10, 1, p. 2-11 10 p.

Research output: Contribution to journalArticle

Digital Simulation
Simulation Analysis
Simulation
Methodology
Computing
2015
6 Citations (Scopus)

Chance constrained selection of the best

Hong, L. J., Luo, J. & Nelson, B. L., Mar 1 2015, In : INFORMS Journal on Computing. 27, 2, p. 317-334 18 p.

Research output: Contribution to journalArticle

Performance measures
Chance constraints
Simulation
Indifference
Ranking and selection
30 Citations (Scopus)

Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments

Luo, J., Hong, L. J., Nelson, B. L. & Wu, Y., Sep 1 2015, In : Operations Research. 63, 5, p. 1177-1194 18 p.

Research output: Contribution to journalArticle

Parallel processing systems
Personal computers
Servers
Experiments
Parallel computing
22 Citations (Scopus)

Quickly Assessing Contributions to Input Uncertainty

Song, E. & Nelson, B. L., Sep 2 2015, In : IIE Transactions (Institute of Industrial Engineers). 47, 9, p. 893-909 17 p.

Research output: Contribution to journalArticle

Experiments
Uncertainty
11 Citations (Scopus)

Single-experiment input uncertainty

Lin, Y., Song, E. & Nelson, B. L., Aug 16 2015, In : Journal of Simulation. 9, 3, p. 249-259 11 p.

Research output: Contribution to journalArticle

Uncertainty
Experiment
Experiments
Categorical or nominal
Diagnostics
2014
40 Citations (Scopus)

A bayesian framework for quantifying uncertainty in stochastic simulation

Xie, W., Nelson, B. L. & Barton, R. R., Nov 1 2014, In : Operations Research. 62, 6, p. 1439-1452 14 p.

Research output: Contribution to journalArticle

Stochastic systems
Error analysis
Uncertainty
Stochastic simulation
Simulation
53 Citations (Scopus)

Quantifying input uncertainty via simulation confidence intervals

Barton, R. R., Nelson, B. L. & Xie, W., Dec 1 2014, In : INFORMS Journal on Computing. 26, 1, p. 74-87 14 p.

Research output: Contribution to journalArticle

Asymptotic analysis
Error analysis
Uncertainty
Confidence interval
Simulation
2013
27 Citations (Scopus)

An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems

Xu, J., Nelson, B. L. & Hong, L. J., Dec 1 2013, In : INFORMS Journal on Computing. 25, 1, p. 133-146 14 p.

Research output: Contribution to journalArticle

Adaptive algorithms
Simulation optimization
Experiments
12 Citations (Scopus)

Empirical stochastic branch-and-bound for optimization via simulation

Xu, W. L. & Nelson, B. L., Jan 1 2013, In : IIE Transactions (Institute of Industrial Engineers). 45, 7, p. 685-698 14 p.

Research output: Contribution to journalArticle

Branch and bound method
Sampling
35 Citations (Scopus)

Enhancing stochastic kriging metamodels with gradient estimators

Chen, X., Ankenman, B. E. & Nelson, B. L., Mar 1 2013, In : Operations Research. 61, 2, p. 512-528 17 p.

Research output: Contribution to journalArticle

Metamodel
Gradient
Kriging
Estimator
Experiments
2012
40 Citations (Scopus)
Kriging
Random number
Metamodel
Response Surface
Gradient Estimation
2011
7 Citations (Scopus)

Metamodelling for cycle time-throughput-product mix surfaces using progressive model fitting

Yang, F., Liu, J., Nelson, B. L., Ankenman, B. E. & Tongarlak, M., Jan 1 2011, In : Production Planning and Control. 22, 1, p. 50-68 19 p.

Research output: Contribution to journalArticle

Throughput
Error analysis
Planning
Experiments
Product mix
10 Citations (Scopus)

Modelling and simulating non-stationary arrival processes to facilitate analysis

Nelson, B. L. & Gerhardt, I., Feb 1 2011, In : Journal of Simulation. 5, 1, p. 3-8 6 p.

Research output: Contribution to journalArticle

Modeling
Intuitive
Model
2010
21 Citations (Scopus)

A confidence interval procedure for expected shortfall risk measurement via two-level simulation

Lan, H., Nelson, B. L. & Staum, J., Sep 1 2010, In : Operations Research. 58, 5, p. 1481-1490 10 p.

Research output: Contribution to journalArticle

Simulation
Shortfall risk
Expected shortfall
Confidence interval
Risk measurement
8 Citations (Scopus)

Fully sequential selection procedures with control variates

Tsai, S. C. & Nelson, B. L., Jan 1 2010, In : IIE Transactions (Institute of Industrial Engineers). 42, 1, p. 71-82 12 p.

Research output: Contribution to journalArticle

Brownian movement
28 Citations (Scopus)
Screening
Discrete event simulation
Testing
Bifurcation
Simulation
16 Citations (Scopus)

Indirect cycle time quantile estimation using the Cornish-Fisher expansion

Bekki, J. M., Fowler, J. W., MacKulak, G. T. & Nelson, B. L., Jan 1 2010, In : IIE Transactions (Institute of Industrial Engineers). 42, 1, p. 31-44 14 p.

Research output: Contribution to journalArticle

Discrete event simulation
Data storage equipment
75 Citations (Scopus)
Simulation Optimization
Statistical tests
Software
Ranking and Selection
Global Search
13 Citations (Scopus)

Speeding up COMPASS for high-dimensional discrete optimization via simulation

Hong, L. J., Nelson, B. L. & Xu, J., Nov 1 2010, In : Operations Research Letters. 38, 6, p. 550-555 6 p.

Research output: Contribution to journalArticle

Stochastic Search
Discrete Optimization
High-dimensional
Optimization
Search Algorithm
288 Citations (Scopus)

Stochastic kriging for simulation metamodeling

Ankenman, B. E., Nelson, B. L. & Staum, J. C., Mar 1 2010, In : Operations Research. 58, 2, p. 371-382 12 p.

Research output: Contribution to journalArticle

Interpolation
Experiments
Uncertainty
Metamodeling
Simulation
5 Citations (Scopus)

Using simulation early in the design of a fuel injector production line

Tongarlak, M. H., Ankenman, B. E., Nelson, B. L., Borne, L. & Wolfe, K., Mar 1 2010, In : Interfaces. 40, 2, p. 105-117 13 p.

Research output: Contribution to journalArticle

Industry
Production line
Simulation
Delphi
Viability
2009
28 Citations (Scopus)

Transforming renewal processes for simulation of nonstationary arrival processes

Gerhardt, I. & Nelson, B. L., Sep 1 2009, In : INFORMS Journal on Computing. 21, 4, p. 630-640 11 p.

Research output: Contribution to journalArticle

Simulation
Renewal process
Nonstationary processes
Poisson process
Renewal
2008

An Adaptive Procedure for Estimating Coherent RiskMeasures based on Generalized Scenarios

Lesnevski, V., Nelson, B. L. & Staum, J., 2008, In : Journal of Computational Finance. 11, p. 1-31

Research output: Contribution to journalArticle

25 Citations (Scopus)

Estimating cycle time percentile curves for manufacturing systems via simulation

Yang, F., Ankenman, B. E. & Nelson, B. L., Jan 1 2008, In : INFORMS Journal on Computing. 20, 4, p. 628-643 16 p.

Research output: Contribution to journalArticle

Throughput
Industrial plants
Strategic planning
Error analysis
System simulation
8 Citations (Scopus)

Evaluation of the ARTAFIT method for fitting time-series input processes for simulation

Biller, B. & Nelson, B. L., Jan 1 2008, In : INFORMS Journal on Computing. 20, 3, p. 485-498 14 p.

Research output: Contribution to journalArticle

Time series
Autocorrelation
Evaluation
Simulation
Communication systems
2 Citations (Scopus)

Variance-based sampling for simulating cycle time - Throughput curves using simulation-based estimates

Fowler, J. W., Leach, S. E., Mackulak, G. T. & Nelson, B. L., Jul 1 2008, In : Journal of Simulation. 2, 2, p. 69-80 12 p.

Research output: Contribution to journalArticle

Throughput
Sampling
Curve
Asymptotic Variance
Estimate
2007
22 Citations (Scopus)
Random Search
Discrete Optimization
Search Algorithm
Simulation
Almost Sure Convergence
35 Citations (Scopus)

Efficient generation of cycle time-throughput curves through simulation and metamodeling

Yang, F., Ankenman, B. E. & Nelson, B. L., Feb 1 2007, In : Naval Research Logistics. 54, 1, p. 78-93 16 p.

Research output: Contribution to journalArticle

Metamodeling
Throughput
Curve
Queueing theory
Strategic Planning
28 Citations (Scopus)

Selecting the best system when systems are revealed sequentially

Hong, L. J. & Nelson, B. L., Jul 1 2007, In : IIE Transactions (Institute of Industrial Engineers). 39, 7, p. 723-734 12 p.

Research output: Contribution to journalArticle

Design of experiments
Experiments
Experiment
Simulation
Software
19 Citations (Scopus)

Simulation of coherent risk measures based on generalized scenarios

Lesnevski, V., Nelson, B. L. & Staum, J., Nov 1 2007, In : Management Science. 53, 11, p. 1756-1769 14 p.

Research output: Contribution to journalArticle

Risk management
Computational efficiency
Availability
Coherent measures of risk
Coherent risk measures
2006
35 Citations (Scopus)

A sequential procedure for neighborhood selection-of-the-best in optimization via simulation

Pichitlamken, J., Nelson, B. L. & Hong, L. J., Aug 16 2006, In : European Journal of Operational Research. 173, 1, p. 283-298 16 p.

Research output: Contribution to journalArticle

Sequential Procedure
Simulation Optimization
Indifference Zone
simulation
Selection Procedures
50 Citations (Scopus)

Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation

Wan, H., Ankenman, B. E. & Nelson, B. L., Jul 1 2006, In : Operations Research. 54, 4, p. 743-755 13 p.

Research output: Contribution to journalArticle

Discrete event simulation
Screening
Experiments
Testing
Bifurcation
13 Citations (Scopus)

Control variates for screening, selection, and estimation of the best

Nelson, B. L. & Staum, J. C., Jan 1 2006, In : ACM Transactions on Modeling and Computer Simulation. 16, 1, p. 52-75 24 p.

Research output: Contribution to journalArticle

Control Variates
Screening
Sample mean
Systems analysis
Alternatives
152 Citations (Scopus)

Discrete optimization via simulation using COMPASS

Jeff Hong, L. & Nelson, B. L., Jan 1 2006, In : Operations Research. 54, 1, p. 115-129 15 p.

Research output: Contribution to journalArticle

Discrete event simulation
Simulation
Simulation optimization
Performance measures
Optimal solution
65 Citations (Scopus)

On the asymptotic validity of fully sequential selection procedures for steady-state simulation

Kim, S. H. & Nelson, B. L., May 1 2006, In : Operations Research. 54, 3, p. 475-488 14 p.

Research output: Contribution to journalArticle

Simulation
Queue
2005
82 Citations (Scopus)

Dispatching vehicles in a mega container terminal

Bish, E. K., Chen, F. Y., Leong, Y. T., Nelson, B. L., Ng, J. W. C. & Simchi-Levi, D., Aug 1 2005, In : OR Spectrum. 27, 4, p. 491-506 16 p.

Research output: Contribution to journalArticle

Container terminal
Container
Dispatching
Ship
Performance ratio

Some Almost-Sure Convergence Properties Useful in Sequential Analysis

Kim, S. H., Nelson, B. L. & Wilson, J. R., 2005, In : Sequential Analysis. 24, 4, p. 411-419 9 p.

Research output: Contribution to journalArticle

Sequential Analysis
Almost Sure Convergence
Brownian movement
Convergence Properties
Continuation