Ranking & Selection, Multiple Comparisons

L. Pei, B. L. Nelson and S. R. Hunter, "Parallel Adaptive Survivor Selection," Operations Research (2022), Articles in Advance.

D. J. Eckman, M. Plumlee and B. L. Nelson, "Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces," Operations Research 70 (2022), 3473-3499.

B. L. Nelson, "Let's Do Ranking and Selection," Proceedings of the 2022 Winter Simulation Conference, 180-191.

G. Keslin, B. L. Nelson, M. Plumlee, B. K. Pagnoncelli and H. Rahimian, "A Classification Method for Ranking and Selection with Covariates," Proceedings of the 2022 Winter Simulation Conference, 156-167.

H. Avci, B. L. Nelson and A. Waechter, "Getting to 'Rate-Optimal' in Ranking and Selection," Proceedings of the 2021 Winter Simulation Conference.

D. J. Eckman, M. Plumlee and B. L. Nelson, "Revisiting Subset Selection," Proceedings of the 2020 Winter Simulation Conference, 2923-2934.

L. Pei, B. L. Nelson and S. R. Hunter, "Evaluation of bi-PASS for Parallel Simulation Optimization," Proceedings of the 2020 Winter Simulation Conference, 2960-2971.

E. Song and B. L. Nelson, "Input-Output Uncertainty Comparisons for Discrete Optimization via Simulation," Operations Research 67 (2019), 295-597.

L. Pei, B. L. Nelson and S. R. Hunter, "A New Framework for Parallel Ranking & Selection using an Adaptive Standard," Proceedings of the 2018 Winter Simulation Conference, 2201-2212.

W. Fan, L. J. Hong and B. L. Nelson, "Indifference-zone-free Selection of the Best," Operations Research 64 (2016), 1499-1514.

S. Lee and B. L. Nelson, "General-Purpose Ranking and Selection for Computer Simulation," IIE Transactions 48 (2016), 555-564.

J. Luo, L. J. Hong, B. L. Nelson and Y. Wu, "Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments," Operations Research 63 (2015), 1177-1194.

L. J. Hong, J. Luo, and B. L. Nelson, "Chance Constrained Selection of the Best," INFORMS Journal on Computing 27 (2015), 317-334.

S. Lee and B. L. Nelson, "Computational Improvements in Bootstrap Ranking & Selection Procedures via Multiple Comparison with the Best," Proceedings of the 2015 Winter Simulation Conference, 3758-3767.

S. Lee and B. L. Nelson, "Bootstrap Ranking and Selection," Proceedings of the 2014 Winter Simulation Conference, 3857-3868.

H. Lan, B. L. Nelson and J. Staum, "A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation," Operations Research 58 (2010), 1481-1490.

J. Bekki, B. L. Nelson and J. W. Fowler, "Bootstrapping-Based Fixed-Width Confidence Intervals for Ranking and Selection," Proceedings of the 2010 Winter Simulation Conference, 1024-1033.

S. C. Tsai and B. L. Nelson, "Fully Sequential Selection Procedures with Control Variates," IIE Transactions 42 (2009), 71-82.

V. Lesnevski, B. L. Nelson and J. Staum, "An Adaptive Procedure for Estimating Coherent Risk Measures Based on Generalized Scenarios," Journal of Computational Finance 11 (2008), 1-31.

S. C. Tsai, B. L. Nelson and J. Staum, "Combined Screening and Selection of the Best with Control Variates," in Advancing the Frontiers of Simulation, ed. C. Alexopoulos, D. Goldsman and J. R. Wilson (2009), Springer, NY.

S. Kim and B. L. Nelson, "Recent Advances in Ranking and Selection," 2007 Winter Simulation Conference Proceedings, 162-172.

J. M. Bekki, J. W. Fowler, G. T. Mackulak and B. L. Nelson, "Using Quantiles in Ranking and Selection Procedures," 2007 Winter Simulation Conference Proceedings, 1722-1728.

H. Lan, B. L. Nelson and J. Staum, "A Confidence Interval for Tail Conditional Expectation via Two-Level Simulation," 2007 Winter Simulation Conference Proceedings, 949-957.

H. Lan, B. L. Nelson and J. Staum, "Two-Level Simulations for Risk Management," Proceedings of the 2007 INFORMS Simulation Society Workshop, 102-107.

V. Lesnevski, B. L. Nelson and J. Staum, "Simuation of Coherent Risk Measures Based on Generalized Scenarios," Management Science, 53 (2007), 1756-1769. Online Companion

L. J. Hong and B. L. Nelson, "Selecting the Best System when Systems are Revealed Sequentially," IIE Transactions, 39 (2007), 723-734..

S. C. Tsai and B. L. Nelson, "Combined Ranking and Selection with Control Variates," 2006 Winter Simulation Conference Proceedings, 733-740.

V. Lesnevski, B. L. Nelson, and J. Staum, An Adaptive Procedure for Estimating Coherent Risk Measures Based on Generalized Scenarios," 2006 Winter Simulation Conference Proceedings, 348-355.

B. L. Nelson and J. Staum, "Control Variates for Screening, Selection and Estimation of the Best," ACM TOMACS 16 (2006), 52-75.

S.-H. Kim and B. L. Nelson, "On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation," Operations Research, 54 (2006), 475-488.

S-H. Kim, B. L. Nelson, and J. R. Wilson, "Some Almost-Sure Convergence Properties Useful in Sequential Analysis," Sequential Analysis 24 (2005), 411-419.

D. Goldsman and S.-H. Kim and B. L. Nelson, "Statistical Selection of the Best System," 2005 Winter Simulation Conference Proceedings, 178-187.

L. J. Hong and B. L. Nelson, "The Tradeoff Between Sampling and Switching: New Sequential Procedures for Indifference-Zone Selection," IIE Transactions 37 (2005), 623-634.

J. R. Wieland and B. L. Nelson, "An Odds-Ratio Indifference-Zone Selection Procedure for Bernoulli Populations," 2004 Winter Simulation Conference Proceedings, 630-638.

V. Lesnevski, B. L. Nelson and J. Staum, "Simulation of Coherent Risk Measures," 2004 Winter Simulation Conference Proceedings, 1579-1585.

J. Boesel, B. L. Nelson and S. Kim, "Using Ranking and Selection to `Clean Up' After Simulation Optimization," Operations Research 51 (2003), 814-825.

S.-H. Kim and B. L. Nelson, "Selecting the Best System: Theory and Methods," 2003 Winter Simulation Conference Proceedings, 101-112.

L. J. Hong and B. L. Nelson, "An Indifference-Zone Selection Procedure with Minimum Switching and Sequential Sampling," 2003 Winter Simulation Conference Proceedings, 474-480.

D. Goldsman, S-H. Kim, W. S. Marshall and B. L. Nelson, "Ranking and Selection for Steady-State Simulation: Procedures and Perspectives," INFORMS Journal on Computing 14 (2002), 2-19.

J. O. Miller, B. L. Nelson and C. H. Reilly, "Estimating the Probability that a Simulated System will be the Best," Naval Research Logistics 49 (2002), 341-358.

J. Pichitlamken and B. L. Nelson, "Selection-of-the-best Procedures for Optimization via Simulation," 2001 Winter Simulation Conference Proceedings, 401-407.

D. Goldsman and B. L. Nelson, "Statistical Selection of the Best System," 2001 Winter Simulation Conference Proceedings, 139-146.

S. Kim and B. L. Nelson, "A Fully Sequential Procedure for Indifference-Zone Selection in Simulation," ACM Transactions on Modeling and Computer Simulation 11 (2001), 251-273.

B. L. Nelson, J. Swann, D. Goldsman and W. Song, "Simple Procedures for Selecting the Best Simulated System when the Number of Alternatives is Large," Operations Research 49 (2001), 950-963.

B. L. Nelson and S. Banerjee, "Selecting a Good System: Procedures and Inference," IIE Transactions 33 (2001), 149-166.

B. L. Nelson and D. Goldsman, "Comparisons with a Standard in Simulation Experiments," Management Science 47 (2001), 449-463.

D. Goldsman, S-H. Kim, W. S. Marshall and B. L. Nelson, "Ranking and Selection for Steady-State Simulation," 2000 Winter Simulation Conference Proceedings, 544-553.

D. Goldsman, B. L. Nelson, T. Opicka and A. Alan B. Pritsker, "A Ranking and Selection Project: Experiences from a University-Industry Collaboration," 1999 Winter Simulation Conference Proceedings, 83-92.

B. L. Nelson and S. Banerjee, "Evaluating the Probability of a Good Selection," 1999 Winter Simulation Conference Proceedings, 611-617.

J. O. Miller, B. L. Nelson and C. H. Reilly, "Efficient Multinomial Selection in Simulation," Naval Research Logistics 45 (1998), 459-482.

J. C. Hsu and B. L. Nelson, "Multiple Comparisons in the General Linear Model," Journal of Computational and Graphical Statistics 7 (1998), 23-41.

D. Goldsman and B. L. Nelson, "Statistical Screening, Selection, and Multiple Comparison Procedures in Computer Simulation," 1998 Winter Simulation Conference Proceedings, 159-166.

J. O. Miller, B. L. Nelson and C. H. Reilly, " Getting More From the Data in a Multinomial Selection Problem," 1996 Winter Simulation Conference Proceedings, 287-294.

B. L. Nelson and F. J. Matejcik, "Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation," Management Science 41 (1995), 1935-1945.

F. J. Matejcik and B. L. Nelson, "Two-Stage Multiple Comparisons with the Best for Computer Simulation," Operations Research 43 (1995), 633-640.

F. J. Matejcik and B. L. Nelson, "One-Stage Multiple Comparisons with the Best for Unequal Variances," Proceedings of the Business and Economics Section of the American Statistical Association (1994), 55-60.

D. Goldsman and B. L. Nelson, "Ranking, Selection and Multiple Comparisons in Computer Simulation," 1994 Winter Simulation Conference Proceedings, 192-199.

B. L. Nelson, "Robust Multiple Comparisons under Common Random Numbers," Special Issue on Variance Reduction Techniques of ACM Transactions on Modeling and Computer Simulation 3 (1993), 225-243.

B. L. Nelson and J. C. Hsu, "Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best," Management Science 39 (1993), 989-1001.

M. Yuan and B. L. Nelson, "Multiple Comparisons With the Best for Steady-State Simulation," Technical Note in ACM Transactions on Modeling and Computer Simulation 3 (1993), 66-79.

F. J. Matejcik and B. L. Nelson, "Simultaneous Ranking, Selection and Multiple Comparisons for Computer Simulation," 1993 Winter Simulation Conference Proceedings, 386-392.

B. L. Nelson, "Common Random Numbers and Multiple Comparisons in Simulation Analysis," Proceedings of the 1st Industrial Engineering Research Conference (1992), 463-466.

W. Yang and B. L. Nelson, "Multivariate Batch Means and Control Variates," Management Science 38 (1992), 1415-1431.

W. Yang and B. L. Nelson, "Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures," Operations Research 39 (1991), 583-591.

D. Goldsman, B. L. Nelson and B. Schmeiser, "Methods for Selecting the Best System," 1991 Winter Simulation Conference Proceedings, 177-186.

W. Yang and B. L. Nelson, "Optimization using Common Random Numbers, Control Variates and Multiple Comparisons with the Best," 1989 Winter Simulation Conference Proceedings, 444-449.

J. C. Hsu and B. L. Nelson, " Optimization over a Finite Number of System Designs with One-Stage Sampling and Multiple Comparisons with the Best," 1988 Winter Simulation Conference Proceedings, 451-457.

W. Yang and B. L. Nelson, "Multivariate Estimation and Variance Reduction in Terminating and Steady-State Simulation," 1988 Winter Simulation Conference Proceedings, 466-472.

Variance Reduction

T. Hesterberg and B. L. Nelson, "Control Variates for Probability and Quantile Estimation ," Management Science 44 (1998), 1295-1312.

B. L. Nelson, B. Schmeiser, M. R. Taaffe and J. Wang, "Approximation-Assisted Estimation," Operations Research Letters 20 (1997), 109-118.

B. L. Nelson, "Designing Efficient Simulation Experiments," 1992 Winter Simulation Conference Proceedings, 126-132.

B. L. Nelson, "Control-Variate Remedies," Operations Research 38 (1990), 974-992.

B. L. Nelson, "Variance Reduction in the Presence of Initial-Condition Bias," IIE Transactions 22 (1990), 340-350.

J. C. Hsu and B. L. Nelson, "Control Variates for Quantile Estimation," Management Science 36 (1990), 835-851.

L. Goldsman and B. L. Nelson, "Batch-Size Effects on Simulation Optimization using Multiple Comparisons with the Best," 1990 Winter Simulation Conference Proceedings, 288-293.

B. L. Nelson, "Batch Size Effects on the Efficiency of Control Variates in Simulation," European Journal of Operational Research 43 (1989), 184-196.

B. L. Nelson, "Antithetic-Variate Splitting for Steady-State Simulations," European Journal of Operational Research 36 (1988), 360-370.

A. P. Sharon and B. L. Nelson, "Analytic and External Control Variates for Queueing Network Simulation," Journal of the Operational Research Society 39 (1988), 595-602.

R. Anonuevo and B. L. Nelson, "Automated Estimation and Variance Reduction via Control Variates for Infinite-Horizon Simulations," Computers & Operations Research 15 (1988), 447-456.

B. L. Nelson, "Some Properties of Simulation Interval Estimators Under Dependence Induction," Operations Research Letters 6 (1987), 169-176.

B. L. Nelson, "A Perspective on Variance Reduction in Dynamic Simulation Experiments," Communications in Statistics B16 (1987), 385-426.

B. L. Nelson, "On Control Variate Estimators," Computers & Operations Research 14 (1987), 219-225.

B. L. Nelson, "Variance Reduction for Simulation Practitioners," 1987 Winter Simulation Conference Proceedings, 43-51.

J. C. Hsu and B. L. Nelson, "Control Variates for Quantile Estimation," 1987 Winter Simulation Conference Proceedings, 434-444.

B. L. Nelson and B. Schmeiser, "Decomposition of Some Well-Known Variance Reduction Techniques," Journal of Statistical Computation and Simulation 23 (1986), 183-209.

R. Anonuevo and B. L. Nelson, "Automated Estimation and Variance Reduction for Steady-State Simulations," 1986 Winter Simulation Conference Proceedings, 871-875.

B. L. Nelson, "Variance Reduction in Computer Simulation," 1986 International Industrial Engineering Conference Proceedings, 295-303.

B. L. Nelson, "An Illustration of the Sample Space Definition of Simulation and Variance Reduction," Transactions of the Society for Computer Simulation 2 (1985), 237-247.

B. L. Nelson, "A Decomposition Approach to Variance Reduction," 1985 Winter Simulation Conference Proceedings, 23-32.

B. L. Nelson and B. Schmeiser, "Variance Reduction: Basic Transformations," 1983 Winter Simulation Conference Proceedings, 225-258.

Optimization via Simulation

M. Semelhago, B. L. Nelson, E. Song and A. Waechter, "Object-Oriented Implementation and Parallelization of the Rapid Gaussian Markov Improvement Algorithm," Proceedings of the 2022 Winter Simulation Conference, 3158-3169.

D. J. Eckman, M. Plumlee and B. L. Nelson, "Flat Chance! Using Stochastic Gradient Estimators to Assess Plausible Optimality for Convex Functions," Proceedings of the 2021 Winter Simulation Conference.

M. Semelhago, B. L. Nelson, E. Song and A. Waechter, "Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields," INFORMS Journal on Computing 33 (2021), 915-930.

P. Salemi, E. Song, B. L. Nelson and J. Staum, "Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms," Operations Research 67 (2019), 250-266.

M. Plumlee and B. L. Nelson, "Plausible Optima," Proceedings of the 2018 Winter Simulation Conference, 467-478.

M. B. Semelhago, B. L. Nelson, A. Wachter and E. Song, "Computational Methods for Optimization via Simulation Using Gaussian Markov Random Fields,"Proceedings of the 2017 Winter Simulation Conference, 2080-2091.

P. Salemi, B. L. Nelson and J. Staum, "Discrete Optimization via Simulation Using Gaussian Markov Random Fields," Proceedings of the 2014 Winter Simulation Conference, 3809-2820.

W. L. Xu and B. L. Nelson, "Empirical Stochastic Branch-and-Bound for Optimization via Simulation," IIE Transactions 45 (2013) 685-698.

J. Xu, B. L. Nelson and L. J. Hong, "An Adapative Hyperbox Algorithm for High-Dimensional Optimization via Simulation," INFORMS Journal on Computing 25 (2013) 133-146.

W. L. Xu and B. L. Nelson, "Empirical Stochastic Branch and Bound for Optimization via Simulation," Proceedings of the 2010 Winter Simulation Conference, 983-994.

L. J. Hong, B. L. Nelson and J. Xu, "Speeding up COMPASS for High-dimensional Discrete Optimization via Simulation," Operations Research Letters 38 (2010) 550-555.

L. J. Hong and B. L. Nelson, "A Brief Introduction to Optimization via Simulation," 2009 Winter Simulation Conference Proceedings, 75-85.

J. Xu, L. J. Hong and B. L. Nelson, "Industrial Strength COMPASS: A Comprehensive Algorithm and Software for Optimization via Simulation," ACM TOMACS 20 (2010), 1-29. Also online supplement.

L. J. Hong and B. L. Nelson, " A Framework for Locally Convergent Random-Search Algorithms for Discrete Optimization via Simulation," ACM TOMACS, 17 (2007), 19/1–19/22.

J. Pichitlamken, B. L. Nelson and L. J. Hong, "A Sequential Procedure for Neighborhood Selection-of-the-best in Optimization via Simulation," European Journal of Operational Research 173 (2006), 283-298.

L. J. Hong and B. L. Nelson, "Discrete Optimization via Simulation using COMPASS," Operations Research 54 (2006), 115-129.

J. Pichitlamken and B. L. Nelson, "A Combined Procedure for Optimization via Simulation," ACM Transactions on Modeling and Computer Simulation 13 (2003), 155-179.

J. Boesel, B. L. Nelson and N. Ishii, "A Framework for Simulation-Optimization Software," IIE Transactions 35 (2003), 221-230.

J. Pichitlamken and B. L. Nelson, "A Combined Procedure for Optimization via Simulation," 2002 Winter Simulation Conference Proceedings, 292-300.

J. Boesel and B. L. Nelson, "Accounting for Randomness in Heuristic Simulation Optimization," Proceedings of the 12th European Simulation Multiconference (ed. R. Zobel and D. Moeller), Society for Computer Simulation International, 634-638.

Input Modeling and Input Uncertainty

B. L. Nelson and L. L. Leemis, "The Ease of Fitting but Futility of Testing a Nonstationary Poisson Processes from One Sample Path," Proceedings of the 2020 Winter Simulation Conference, 266-276.

L. E. Morgan, B. L. Nelson, A. C. Titman and D. J. Worthington, "A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process," Proceedings of the 2019 Winter Simulation Conference, 356-367.

L. E. Morgan, B. L. Nelson, A. C. Titman and D. J. Worthington, " Detecting Bias due to Input Modelling in Computer Simulation," European Journal of Operational Research 279 (2019), 869-881.

B. L. Nelson, A. T. K. Wan, S. Fan, X. Zhang, "Reducing Simulation Input-Model Risk via Input Model Averaging," INFORMS Journal on Computing 33 (2021), 672-684.

X. W. Jiang and B. L. Nelson, "Better Input Modeling via Model Averaging,"Proceedings of the 2018 Winter Simulation Conference,1575-1586.

L. E. Morgan, B. L. Nelson, A. Titman and D. J. Worthington, "Detecting Bias Due to Input Modelling in Computer Simulation,"Proceedings of the 2017 Winter Simulation Conference, 1974-1985.

L. E. Morgan, A. C. Titman, D. J. Worthington and B. L. Nelson, "Input Uncertainty Quantification for Simulation Models with Piecewise-constant Non-stationary Poisson Arrival Processes," Proceedings of the 2016 Winter Simulation Conference, 370-381.

W. Xie, R. R. Barton and B. L. Nelson, "Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation," ACM Transactions on Modeling and Computer Simulation 27.5 (2016).

E. Song, B. L. Nelson and L. J. Hong, "Input Uncertainty and Indifference-Zone Ranking & Selection," Proceedings of the 2015 Winter Simulation Conference, 414-424.

E. Song and B. L. Nelson, "Quickly Assessing Contributions to Input Uncertainty," IIE Transactions 47 (2015), 1-17.

Y. Lin, E. Song and B. L. Nelson, "Single-Experiment Input Uncertainty," Journal of Simulation 9 (2015), 249-259.

E. Song, B. L. Nelson and C. D. Pegden, "Advanced Tutorial: Input Uncertainty Quantification," Proceedings of the 2014 Winter Simulation Conference, 162-176.

W. Xie, R. R. Barton and B. L. Nelson, "Statistical Uncertainty Analysis for Stochastic Simulation with Dependent Input Models," Proceedings of the 2014 Winter Simulation Conference, 674-685.

W. Xie, B. L. Nelson, and R. R. Barton, "A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation," Operations Research 62 (2014), 1439-1452.

R. R. Barton, B. L. Nelson and W. Xie, "A Framework for Input Uncertainty Analysis," Proceedings of the 2010 Winter Simulation Conference, 1189-1198.

B. L. Nelson and I. Gerhardt, "Modeling and Simulating Nonstationary Arrival Processes to Facilitate Analysis," Journal of Simulation 5 (2011), 3-8.

I. Gerhardt and B. L. Nelson, "Transforming Renewal Processes for Simulation of Nonstationary Arrival Processes," INFORMS Journal on Computing 21 (2009), 630-640.

B. L. Nelson and I. Gerhardt, "Modeling and Simulating Non-Poisson Arrival Processes to Facilitate Analysis," Proceedings of the 2009 INFORMS Simulation Society Workshop, 6-8.

B. Biller and B. L. Nelson, "Evaluation of the ARTAFIT Method for Fitting Time-Series Input Processes for Simulation," INFORMS Journal on Computing, 20 (2008), 485–498.

B. Biller and B. L. Nelson, "Fitting Time Series Input Processes for Simulation," Operations Research 53 (2005) 549-559.

B. Biller and B. L. Nelson, "Modeling and Generating Multivariate Time-Series Input Processes using a Vector Autoregressive Technique," ACM Transactions on Modeling and Computer Simulation 13 (2003), 211-237.

B. Biller and B. L. Nelson, "Answers to the Top Ten Input Modeling Questions," 2002 Winter Simulation Conference Proceedings, 35-40.

B. Biller and B. L. Nelson, "Parameter Estimation for ARTA Processes," 2002 Winter Simulation Conference Proceedings, 255-262.

B. Deler and B. L. Nelson, "Modeling and Generating Multivariate Time Series with Arbitrary Marginals and Autocorrelation Structures," 2001 Winter Simulation Conference Proceedings, 275-282.

P. P. Ware, T. W. Page and B. L. Nelson, "Automatic Modeling of File System Workloads Using Two-Level Arrival Processes," ACM Transactions on Modeling and Computer Simulation 8 (1998), 305-330.

M. C. Cario and B. L. Nelson,"Numerical Methods for Fitting and Simulating Autoregressive-to-Anything Processes," INFORMS Journal on Computing 10 (1998), 72-81.

B. L. Nelson and M. Yamnitsky, "Input Modeling Tools for Complex Problems," 1998 Winter Simulation Conference Proceedings, 105-112.

M. C. Cario and B. L. Nelson, "Autoregressive to Anything: Time-Series Input Processes for Simulation," Operations Research Letters 19 (1996), 51-58.

P. P. Ware, T. W. Page and B. L. Nelson, "Modeling File-System Input Traces via a Two-Level Arrival Process," 1996 Winter Simulation Conference Proceedings, 1230-1237.

B. L. Nelson, P. Ware, M. C. Cario, C. A. Harris, S. A. Jamison, J. O. Miller, J. Steinbugl and J. Yang, " Input Modeling when Simple Models Fail," 1995 Winter Simulation Conference Proceedings, 93-100.

W. S. Keezer, A. P. Fenic and B. L. Nelson, "Representation of User Transaction Processing Behavior with a State Transition Matrix," 1992 Winter Simulation Conference Proceedings, 1223-1231.

Output Analysis

W. Xie, R. R. Barton, B. L. Nelson, K. Wang, "Stochastic Simulation Uncertainty Analysis to Accelerate Flexible Biomanufacturing Process Development," European Journal of Operational Research, (2023), available online.

X. Jiang, B. L. Nelson and L. J. Hong, "Meaningful Sensitivities," IISE Transactions 54 (2021), 122-133.

X. Jiang, B. Biller, J. Box and B. L. Nelson, "Sensitivity Analysis in Clinical Trial Simulation at SAS Institute," Proceedings of the 2021 Winter Simulation Conference.

G. Laidler, L. E. Morgan, B. L. Nelson and N. G. Pavlidis, "Metric Learning for Simulation Analytics," Proceedings of the 2020 Winter Simulation Conference, 349-360.

G. Jiang, L. J. Hong and B. L. Nelson, "Online Risk Monitoring using Online Simulation," INFORMS Journal on Computing 32 (2020), 356-375.

W. X. Jiang, B. L. Nelson and L. J. Hong, "Estimating Sensitivity to Input Model Variance," Proceedings of the 2019 Winter Simulation Conference, 3705-3716.

Y. Lin and B. L. Nelson, "Variance and Derivative Estimation of Virtual Performance,"ACM TOMACS 28 (2018), 17:1-20.

Y. Lin, B. L. Nelson and L. Pei, "Virtual Statistics in Simulation via k Nearest Neighbors," INFORMS Journal on Computing 31 (2019), 576-592.

J. Dong, M. B. Feng and B. L. Nelson, "Unbiased Metamodeling via Likelihood Ratios,"Proceedings of the 2018 Winter Simulation Conference, 1778-1789.

P. Salemi, B. L. Nelson and J. Staum, "Generalized Integrated Brownian Fields for Simulation Metamodeling," Operations Research (2019), 874-891.

Y. Lin and B. L. Nelson, "Variance and Derivative Estimation for Virtual Performance in Simulation Analytics,"Proceedings of the 2017 Winter Simulation Conference, 1856-1867.

H. Ouyang and B. L. Nelson, "Simulation-based Predictive Analytics for Dynamic Queueing Systems,"Proceedings of the 2017 Winter Simulation Conference, 1716-1727.

B. L. Nelson, "Replicated Computations Results (RCR) Report for Green Simulation: Reusing the Output of Repeated Experiments," ACM Transactions on Modeling and Computer Simulation 27 (2017), 24:1-2.

G. Jiang, L. J. Hong and B. L. Nelson, "A Simulation Analytics Approach to Dynamic Risk Monitoring," Proceedings of the 2016 Winter Simulation Conference, 437-447.

Y. Lin and B. L. Nelson, "Simulation Analytics for Virtual Statistics via k Nearest Neighbors," Proceedings of the 2016 Winter Simulation Conference, 448-459.

P. Salemi, B. L. Nelson and J. Staum, "Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling," ACM Transactions on Modeling and Computer Simulation 26.3 (2016), 16.

J. S. Smith and B. L. Nelson, "Estimating and Interpreting the Waiting Time for Customers Arriving to a Non-Stationary Queueing System," Proceedings of the 2015 Winter Simulation Conference, 2610-2621.

R. R. Barton, B. L. Nelson and W. Xie, "Quantifying Input Uncertainty via Simulation Confidence Intervals," INFORMS Journal on Computing 26 (2014), 74-87.

E. Song and B. L. Nelson, "A Quicker Assessment of Input Uncertainty," Proceedings of the 2013 Winter Simulation Conference, 474-485.

P. Salemi, J. Staum and B. L. Nelson, "Gaussian Markov Random Fields for Simulation Metamodeling," Proceedings of the 2013 Winter Simulation Conference, 543-554.

X. Chen, B. E. Ankenman and B. L Nelson, "Enhancing Stochastic Kriging Metamodels with Gradient Estimators," Operations Research 61 (2013), 512-528.

B. E. Ankenman and B. L. Nelson, "A Quick Assessment of Input Uncertainty," Proceedings of the 2012 Winter Simulation Conference, 241-250.

P. Salemi, B. L. Nelson and J. Staum "Moving Least Squares Regression for High Dimensional Simulation Metamodeling," Proceedings of the 2012 Winter Simulation Conference, 292-303.

X. Chen, K-K. Kim and B. L. Nelson, "Stochastic Kriging for Conditional Value-at-risk and its Sensitivities," Proceedings of the 2012 Winter Simulation Conference, 268-279.

X. Chen, B. E. Ankenman and B. L. Nelson, "The Effects of Common Random Numbers on Stochastic Kriging Metamodels," ACM TOMACS, 22 (2012), 7:1-7:20.

B. L. Nelson, "Thirty Years of Batch-Size Effects," Proceedings of the 2011 Winter Simulation Conference, 393-400.

M. H. Tongarlak. B. E. Ankenman and B. L. Nelson, "Relative Error Stochastic Kriging," Proceedings of the 2011 Winter Simulation Conference, 3628-3640.

M. Liu, B. L. Nelson and J. Staum, "Simulation on Demand for Pricing Many Securities," Proceedings of the 2010 Winter Simulation Conference, 2782-2789.

M. Liu, B. L. Nelson and J. Staum, "An Efficient Simulation Procedure for Point Estimation of Expected Shortfall," Proceedings of the 2010 Winter Simulation Conference, 2821-2831.

X. Chen, B. Ankenman and B. L. Nelson, "Common Random Numbers and Stochastic Kriging," Proceedings of the 2010 Winter Simulation Conference, 947-956.

W. Xie, J. Staum and B. L. Nelson, "The Influence of Correlation Functions on Stochastic Kriging Metamodels," Proceedings of the 2010 Winter Simulation Conference, 1067-1078.

J. R. Wieland and B. L. Nelson, "How Simulation Languages Should Report Results: A Modest Proposal," 2009 Winter Simulation Conference Proceedings, 709-715.

B. E. Ankenman, B. L. Nelson and J. Staum, "Stochastic Kriging for Simulation Metamodeling," Operations Research 58 (2010), 371-382.

J. E. Bekki, G. Mackulak, J. W. Fowler and B. L. Nelson, "Indirect Cycle Time Quantile Estimation using the Cornish-Fisher Expansion," IIE Transactions 42 (2009), 31-44.

F. Yang, J. Liu, B. L. Nelson, B. E. Ankenman and M. Tongarlak, "Metamodeling for Cycle Time-Throughput-Product Mix Surfaces using Progressive Model Fitting," Production Planning and Control, 22 (2011), 50-68.

F. Yang, B. E. Ankenman and B. L. Nelson, "Estimating Cycle Time Percentile Curves for Manufacturing Systems via Simulation," INFORMS Journal on Computing 20 (2008), 628-643.

B. E. Ankenman, B. L. Nelson and J. Staum, "Stochastic Kriging for Simulation Metamodeling," 2008 Winter Simulation Conference Proceedings, 362-370.

B. L. Nelson, "The MORE Plot: Displaying Measures Of Risk & Error from Simulation Output," 2008 Winter Simulation Conference Proceedings, 413-416.

E. Baysal, B. L. Nelson and J. Staum, "Response Surface Methodology for Simulating Hedging and Trading Strategies," 2008 Winter Simulation Conference Proceedings, 629-637.

H. Wan, B. E. Ankenman and B. L. Nelson, "Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening," INFORMS Journal on Computing 22 (2010), 482-492. Also " Online Companion.

H. Wan, B. E. Ankenman and B. L. Nelson, "Controlled Sequential Birfurcation: A New Factor-Screening Method for Discrete-Event Simulation," Operations Research 54 (2006), 743-755.

H. Wan, B. E. Ankenman and B. L. Nelson, "Controlled Sequential Birfurcation: A New Factor-Screening Method for Discrete-Event Simulation," 2003 Winter Simulation Conference Proceedings, 565-573.

Y-H. Tao and B. L. Nelson, "Computer-Assisted Simulation Analysis," IIE Transactions 29 (1997), 221-231.

M. Yuan and B. L. Nelson, "Autoregressive Output Analysis Methods Revisited," Special Issue on Simulation and Modeling of Annals of Operations Research 53 (1994), 391-418.

Y-H. Tao and B. L. Nelson, "A Conceptual Framework for Simulation Experiment Design and Analysis," 1994 Winter Simulation Conference Proceedings, 681-688.

C. Cash, B. L. Nelson, J. Long, D. Dippold and W. Pollard, "Evaluation of Tests for Initial-Condition Bias," 1992 Winter Simulation Conference Proceedings, 577-585.

Queueing

Gerhardt, B. L. Nelson and M. R. Taaffe, "Technical Note: The MAPt/Pht/infinity Queueing System and Multiclass [MAPt/Pht/infinity]K Queueing Network," INFORMS Journal on Computing 29 (2017), 367-376.

J. W. Fowler, S. E. Leach, G. T. Mackulak and B. L. Nelson " Variance-based Sampling for Simulating Cycle Time–Throughput Curves using Simulation-based Estimates," Journal of Simulation, 2 (2008), 69-80.

F. Yang, J. Liu, M. Tongarlak, B. E. Ankenman and B. L. Nelson, "Metamodeling for Cycle Time-Throughput-Product Mix Surfaces Using Progressive Model Fitting," 2007 Winter Simulation Conference Proceedings, 322-330.

F. Yang, B. E. Ankenman and B. L. Nelson, "Efficient Generation of Cycle Time-Throughput Curves through Simulation and Metamodeling," Naval Research Logistics 54 (2007), 78-93.

F. Yang, B. E. Ankenman, and B. L. Nelson, "Estimation of Percentiles of Cycle Time in Manufacturing Simulation, 2005 Winter Simulation Conference Proceedings, 475-484.

J. E. McNeill, J. W. Fowler, G. T. Mackulak and B. L. Nelson, "Cycle-Time Quantile Estimation in Manufacturing Systems Employing Dispatching Rules," 2005 Winter Simulation Conference Proceedings, 749-755.

R. T. Johnson, F. Yang, B. E. Ankenman and B. L. Nelson, "Nonlinear Regression Fits for Simulated Cycle Time vs. Throughput Curves for Semiconductor Manufacturing," 2004 Winter Simulation Conference Proceedings, 1951-1955.

B. L. Nelson and M. R. Taaffe, "The Ph_t/Ph_t/infinity Queueing System: Part I-The Single Node," INFORMS Journal on Computing 16 (2004), 266-274.

B. L. Nelson and M. R. Taaffe, "The [Ph_t/Ph_t/infinity]^K Queueing System: Part II-The Multiclass Network," INFORMS Journal on Computing 16 (2004), 275-283.

B. L. Nelson, W. S. Keezer and T. F. Schuppe, "A Hybrid Simulation-Queueing Module for Modeling UNIX I/O in Performance Analysis," 1996 Winter Simulation Conference Proceedings, 1239-1246.

Other Topics

L. A. Rhodes-Leader, B. L. Nelson, B. S. Onggo and D. J. Worthington, "A Multi-Fidelity Modelling Approach for Airline Disruption Management using Simulation," Journal of the Operational Research Society 73 (2022), 2228-2241.

E. Song, P. Wu-Smith and B. L. Nelson, "Uncertainty Quantification in Vehicle Content Optimization for General Motors," INFORMS Journal on Applied Analytics 50 (2020), 225-238.

L. Rhodes-Leader, D. J. Worthington, B. L. Nelson and B. S. Onggo, "Multi-fidelity Simulation Optimisation for Airline Disruption Management,"Proceedings of the 2018 Winter Simulation Conference, 2179-2190.

B. L. Nelson, "Technology Transfer of Simulation Analysis Methodology: One Man's Opinion," Proceedings of the 2016 Winter Simulation Conference, 248-254.

R. Cheng, C. Macal, B. L. Nelson, M. Rabe, C. Currie, J. Fowler and L. H. Lee, "Simulation: The Past 10 Years and the Next 10 Years," Proceedings of the 2016 Winter Simulation Conference, 2180-2192.

E. Song, B. L. Nelson and J. Staum, "Shapley Effects for Global Sensitivity Analysis: Theory and Computation," SIAM/ASA Journal of Uncertainty Quantification 4 (2016), 2060-1083.

B. L. Nelson, "'Some Tactical Problems in Digital Simulation' for the Next Ten Years," Journal of Simulation 10 (2016), 2-11.

A. Tolk, O. Balci, C. D. Combs, R. Fujimoto, C. M. Macal, B. L. Nelson and P. Zimmerman, "Do We Need a National Research Agenda for Modeling and Simulation?" Proceedings of the 2015 Winter Simulation Conference, 2571-2585.

M. C. Fu, G. Bayraksan, S. G. Henderson, B. L. Nelson, W. B. Powell, I. O. Ryzhov and B. Thengvall, "Simulation Optimization: A Panel on the State of the Art in Research and Practice," Proceedings of the 2014 Winter Simulation Conference, 3696-3706.

S. J. E. Taylor, S. Brailsford, S. E. Chick, P. L'Ecuyer, C. M. Macal and B. L. Nelson, "Modeling and Simulation Grand Challenges: An OR/MS Perspective," Proceedings of the 2013 Winter Simulation Conference, 1269-1282.

M. H. Tongarlak, B. Ankenman, B. L. Nelson, L. Borne and K. Wolfe, "Using Simulation Early in the Design of a Fuel Injector Production Line," Interfaces 40 (2010), 105-117.

W. K. Chan, L. W. Schruben, B. L. Nelson and S. H. Jacobson, "Simulation Fusion," 2009 Winter Simulation Conference Proceedings, 686-695.

M. H. Tongarlak, B. Ankenman, B. L. Nelson, L. Borne and K. Wolfe, "Using Simulation Early in the Design of a Fuel Injector Production Line," 2008 Winter Simulation Conference Proceedings, 471-478.

J. Smith, J. Hamilton, B. L. Nelson, L. Schruben, R. Nance and G. F. Riley, "What Makes Good Research in Modeling and Simulation: Assessing the Quality, Success, and Utility of M&S Research," 2008 Winter Simulation Conference Proceedings, 689-694.

D. Goldsman, J. O. Henriksen, P. L'Ecuyer, B. L. Nelson, D. H. Withers and N. T. Argon, "Fortieth Anniversary Special Panel: Landmark Papers," 2007 Winter Simulation Conference Proceedings, 2-13.

E. K. Bish, F. Y. Chen, Y. T. Leong, B. L. Nelson, J. W. C. Ng and D. Simchi-Levi, "Dispatching Vehicles in a Mega Container Terminal," OR Spectrum 27 (2005), 491-506.

L. A. Garrow, F. S. Koppelman and B. L. Nelson, "Efficient Estimation of Nested Logit Models using Choice-Based Samples," Ed. H. S. Mahmassani. Transportation and Traffic Theory Flow, Dynamics and Interactions: Proceedings of the 16th International Symposium on Transportation and Traffic Theory, College Park, Maryland. Oxford, UK: Elsevier (2005). pp. 525-544.

B. L. Nelson, "50th Anniversary Article: Stochastic Simulation Research in Management Science," Management Science 50 (2004), 855-868.

J. L. Schofer, B. L. Nelson, R. Eash, M. Daskin, Y. Yang, H. Wan, J. Yan, and L. Medgyesy, "Resource Requirements for Demand-Responsive Transportation Services," Transit Cooperative Research Program Program Report 98, Transportation Research Board, Washington, D.C.

D. T. Brunner, J. O. Henriksen, R. G. Ingalls, M. S. Manivannan, B. L. Nelson, and C. Schiess, "The Future of the Winter Simulation Conference," 2003 Winter Simulation Conference Proceedings, 2011-2018.

M. Rosenshine, R. R. Barton, D. Goldsman, L. M. Leemis, and B. L. Nelson, "Using Simulation to Teach Probability---Words and Deeds," 2002 Winter Simulation Conference Proceedings, 1815-1822.

T. Altiok, W. D. Kelton, P. L'Ecuyer, B. L. Nelson, B. W. Schmeiser, T. J. Schriber, L. W. Schruben, and J. R. Wilson, " Various Ways Academics Teach Simulation: Are They All Appropriate?" 2001 Winter Simulation Conference Proceedings, 1580-1591.

B. L. Nelson, "Estimating Acceptance-Sampling Plans for Dependent Production Processes," IIE Transactions 25 (1993), 11-18.

B. L. Nelson and A. Ravindran, "A Hybrid Graphical-Simulation Analysis of a Health Systems Problem," Simulation 44 (1985), 219-224.

Working Papers

L. E. Morgan, B. L. Nelson, A. C. Titman and D. J. Worthington, "A Spline Function Method for Modelling and Generating a Nonhomogeneous Poisson Process," submitted to Journal of the Operational Research.

S. Lee and B. L. Nelson, "An Omnibus Ranking & Selection Procedure," submitted to IIE Transactions.

W. L. Xu, B. L. Nelson, W. J. Hopp and J. H. Owen, "Assessing the Benefits of Integrated Vehicle Life Cycle Planning," Working Paper, Department of Industrial Engineering & Management Sciences (2009), Northwestern University.

I. Gerhardt and B. L. Nelson, "Approximating Performance and Traffic Flow in Nonstationary Tandem Networks of Markovian Queues," Working Paper, Department of Industrial Engineering & Management Sciences (2009), Northwestern University. Also Online companion

I. Gerhardt and B. L. Nelson, "On Capturing Dependence in Point Processes: Matching Moments and other Techniques," Working Paper, Department of Industrial Engineering & Management Sciences (2009), Northwestern University.

B. Ankenman, B. L. Nelson, M. Tongarlak, J. Fowler, G. Mackulak, and D. Pabst, Cycle Time Prediction for Semiconductor Manufacturing via Simulation on Demand," Working Paper, Department of Industrial Engineering & Management Sciences (2008), Northwestern University.

Books and Book Chapters

B. L. Nelson, "Foundations of Ranking and Selection for Simulation Optimization," in Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, Springer Nature (2023).

B. L. Nelson and L. Pei. Foundations and Methods of Stochastic Simulation: A First Course 2e, Springer-Verlag (2021), ISBN 978-3-030-86193-3.

B. L. Nelson, "Selecting the Best Simulated System: Thinking Differently About an Old Problem," in International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientfic Computing (2018), pp. 69-79, Springer.

E. Song and B. L. Nelson, "Input Model Risk," Chapter 5 in Advances in Modeling and Simulation-Seminal Research from 50 Years of Winter Simulation Conferences, Springer (2017), ISBN 978-3-319-64182-9.

S. R. Hunter and B. L. Nelson, "Parallel Ranking and Selection," Chapter 11 in Advances in Modeling and Simulation-Seminal Research from 50 Years of Winter Simulation Conferences, Springer (2017), ISBN 978-3-319-64182-9.

B. L. Nelson, "Optimization via Simulation over Discrete Decision Variables," in TutORials in Operations Research (ed. J. J. Hasenbein) 7, 193-207, INFORMS (2010).

E. K. Bish, F. Y. Chen, Y. T. Leong, B. L. Nelson, J. W. C. Ng and D. Simchi-Levi, "Dispatching Vehicles in a Mega Container Terminal," in Container Terminals and Cargo Systems: Design, Operations Management and Logistics Control Issues (eds. K. H. Kim and H.-O. Gunther), 179-194, Springer (2007).

S. Henderson and B. L. Nelson, "Stochastic Computer Simulation," Chapter 1 in Elsevier Handbooks in Operations Research and Management Science: Simulation (eds. S. G. Henderson and B. L. Nelson), Elsevier (2006).

D. Goldsman and B. L. Nelson, "Correlation-based Methods," Chapter 15 in Elsevier Handbooks in Operations Research and Management Science: Simulation (eds. S. G. Henderson and B. L. Nelson), Elsevier (2006).

S.-H. Kim and B. L. Nelson, "Selecting the Best System," Chapter 17 in Elsevier Handbooks in Operations Research and Management Science: Simulation (eds. S. G. Henderson and B. L. Nelson), Elsevier.

B. L. Nelson. 1995. Stochastic Modeling: Analysis and Simulation. Dover Publications, Inc., Mineola, NY. ISBN 0-486-42569-X. (click here for a DETAILED DESCRIPTION)

J. Banks, J. S. Carson, B. L. Nelson and D. Nicol. 2010. Discrete-Event System Simulation. Fifth Edition. Prentice Hall, Inc., Upper Saddle River, NJ. ISBN 0-13-606212-1. [click here for book web site]

B. L. Nelson, Stochastic Modeling: Analysis and Simulation, McGraw-Hill, Inc., New York (1995), ISBN 0-07-046213-5, 315 pages. Also a solutions manual (126 pages) and disk.

B. L. Nelson, "Statistical Analysis of Simulation Results," Chapter 94 in Handbook of Industrial Engineering, third edition (G. Salvendy, ed.), John Wiley, New York (2001), 2469-2495 ISBN 0-471-33057-4

D. Goldsman and B. L. Nelson, "Comparing Systems via Simulation," Chapter 8 in The Handbook of Simulation (J. Banks, ed.), Wiley, New York (1998), 273-306, ISBN 0-471-13403-1.

B. L. Nelson, "Statistical Analysis of Simulation Results," Chapter 102 in Handbook of Industrial Engineering, second edition (G. Salvendy, ed.), 2567-2593, John Wiley, New York (1992), ISBN 0-471-50276-6.