1

BAILEY, N. T. J . The Elements of Stochastic Processes. John Wiley, New York, 1964.

2

BARTLETT, M. S. Stochastic Processes. Cambridge U. Press, London, 1961.

3

BECHHOFER, R .E . A three decision problem concerning the mean of a normal population. Paper, Am. Statist. Assoc. Meeting, New York, N. Y., Dec. 30, 1955.

4

--. A single sample multiple procedure for ranking means of normal populations with known variances. Ann. Math. Statist. 25 (1954), 16-39.

5

-- AND SO}BEL, MILTON. A single-sample multiple decision procedure for ranking variances of normal populations. Ann. Math. Statist. 25 (1954), 273-289.

6

BLACKMAN, R. B., AND TUKEY, J. W. The Measurement of Power Spectra. Dover Publications, New York, 1958.

7

BONINI, CHARLES P. Simulation of Information and Decision Systems in the Firm. Prentice Hall, Englewood Cliffs, N. J., 1963.

8

Box, G. E .P . Multifactor designs of first order. Biometrika 39 (1952), 49-57.

9

--. The exploration and exploitation of response surfaces: some general considerations and examples. Biometrics 10 (1954), 16-60.

10

-- AND BEItNKEN, D.W. Some new three level designs for the study of quantitative variables. Technometrics 2 (1960), 455-474.

11

AND DRAPER, N.R. A basis for the selection of a response surface design. J. Amer. Statist. Assoc. 54 (1959), 622-654.

12

-- AND HUNTER, J. S. Multi-factor experimental designs for exploring response surfaces. Ann. Math. Statist. 28 (1957), 195-241.

13

-- AND WILSON, K.B. On the experimental attainment of optimum conditions. J. Roy. Statist. Soe. B, 13 (1951), 1-45.

14

-- AND YOULE, P. V. The exploration and exploitation of response surfaces: an example of the link between the fitted surface and the basic mechanism of the system. Biometrics 11 (1955), 287-323.

15

CHERNOFF, HERMAN. Sequential design of experiments. Ann. Math. Statist. 80 (Sept. 1959), 775-770.

16

CHEW, VICTOR, ED. Experimental Design in Industry. John Wiley, New York, 1958.

17

CHU, KONG, AND NAYLOR, THOMAS H. A dynamic model of the firm. Man. Sci. 11 (May 1965), 736-750.

18

-- AND --. Two alternative methods for simulating waiting line model. J. Ind. Eng. (Nov.-Dec. 1965).

19

CHURCHMAN, C. WEST. An analysis of the concept of simulation. Symposium on Simulation Models. Austin C. Hoggatt and Frederick E. Balderston, Eds. South-Western Publishing Co., Cincinnati, 1963.

20

CLARK, C.E. Importance sampling in monte carlo analysis, Oper. Res. 9 (1961), 603-620.

21

COCHRAN, W. G., AND COX, G. M. Experimental Designs. John Wiley, New York, 1957.

22

CONWAY, R. W. An experimental investigation of priority assignment in a job shop. RM-3789-PR, The Rand Corp., Santa Monica, Calif., Feb. 1964.

23

--. Some tactical problems in digital simulation. Man. Sci. 10 (Oct. 1963), 47-61.

24

--, JOHNSON, B. M. AND MAXWELL, W. L. Some problems of digital systems simulation. Man. Sci. 6 (Oct. 1959), 92-110.

25

Cox, D. R. Planning of Experiments. John Wiley, New York, 1958.

26

DAVIES, O. L., Ed. Design and Analysis of Industrial Experiments. Hafner Publishing Co., New York, 1960.

27

DEAR, R .E . Multivariate analysis of variance and covariance for simulation studies involving normal time series. FN-5644, System Development Corp., Santa Monica, Nov. 1961.

28

DVORETZKY, A., KIEFER, I., AND WOLFOWITZ, J. Sequential decision problems for processes with continuous time parameter. Problems of estimation. Ann. Math. Statist. 34 (1963), 403-415.

29

EHRENFIELD, S., AND BEN-TUVIA, S. The efficiency of statistical simulation procedures. Technometrics 4 (May 1962), 257-275.

30

EISENHART, CHURCHILL. The assumptions underlying the analysis of variance. Biometrics 3, 1 (March 1947), 1-21.

31

FISHER, RONALD A. The Design of Experiments. Oliver and Boyd, London, 1951.

32

FISHMAN, GEORGE S., AND :KIVIAT, PHILIP J. Spectral analysis of time series generated by simulation models. RM- 4393-PR, Rand Corp., Santa Monica, Calif., Feb. 1965).

33

Fractional factorial designs for factors at two and three levels. US Dep. Commerce, Nat. Bur. Standards, Appl. Math. Ser. 58. US Gov. Printing Off., Washington 25, D. C., 1961.

34

Fractional factorial designs for factors at two levels. US Dep. Commerce, Nat. Bur. Standards, Appl. Math. Ser. 48. US Gov. Printing Off., Washington 25, D. C., 1957.

35

GAFARIAN, A. V., AND ANCKER, C. I. Mean value estimation from digital computer simulation. SP-2005/000/01, System Development Corp., Santa Monica, July 16, 1965.

36

GEISLER, MURRAY A. The sizes of simulation samples required to compute certain inventory characteristics with stated precision and confidence. Man. Sci. 10 (Jan. 1964), 261-286.

37

General Purpose Simulator IT. Ref. 7090-CS-13x, IBM Corp., Program Library.

38

GRANGER, C. W. J., AND HATANAKA, M. Spectral Analysis of Economic Time Series. Princeton U. Press, Princeton, N. J., 1964.

39

GRAYBILL, FRANKLIN A. An introduction to Linear Statistical Models, Vol. I. McGraw Hill, New York, 1961.

40

HAMMERSLEY, J. M., AND HANDSCOMB, D. C. Monte Carlo Methods. John Wiley, New York, 1964.

41

HICKS, CHARLES R. Fundamental Concepts in the Design of Experiments. Holt, Rinehart & Winston, New York, 1964.

42

HOEL, PAUL G. Introduction to Mathematical Statistics. John Wiley, New York, 1954.

43

HOTELLING, H. The experimental determination of the maximum of a function. Ann. Math. Statist. (Mar. 1941).

44

HUNTER, WILLIAM a ., AND BOX, a . E. P. The experimental study of physical mechanisms. Technometrics 7 (1965), 23-42.

45

JACOBY, J. H., AND HARRISON, S. Multi-variable experimentation and simulation models. Nay. Res. Logistics Quart. 9 (1962), 121-136.

46

JENKINS, G. M. General considerations in the analysis of spectra. Technometrics 3 (May, 1961), 133-166.

47

KAGDIS, J., AND LACKNER, M. R. Introduction to management control systems research. System Development Corporation, TM-708/000/00 (Oct. 15, 1962).

48

KAHN, HERMAN, Use of different Monte Carlo sampling techniques. P-766, Rand Corp., Nov. 30, 1955.

49

-- AND MANN, IRWIN. Monte Carlo P-1165, Rand Corp., July 30, 1957.

50

KEMPTHORNE, OSCAR. The Design and Analysis of Experiments. John Wiley, New York, 1952.

51

KIEFER, J. Sequential minimax search for a maximum. Proc. Amer. Math. Soc. (June, 1953).

52

Invariance, minimax sequential estimation, and continuous time processes. Ann. Math. Statist. 28 (Mar. 1957), 573-601.

53

-- AND SACKS, J. Asymptotically optimum sequential inference and design. Ann. Math. Statist. 34 (Sept. 1963), 705-750.

54

KIEFER, J., AND WEISS, L. Some properties of generalized sequential probability ratio tests. Ann. Math. Statist. 28 (1957), 57-75.

55

-- ANn WOLFOWITZ, J. Stochastic estimation of the maximum of a regression function. Ann. Math. Statist. (Sept., (1952).

56

KIVIAT, PHILIP J. GASP-a general activity simulation program. Proj. No. 90. 17-019(2), Appl. HeN. Lab., U. S. Steel, Monroeville, Pa., July 9, 1963.

57

McARTRVR, D.S. Strategy in research-alternative methods for design of experiments. Trans. Eng. Man. (1961), 34-40.

58

McMILLAN, CLAUDE, AND GONZALEZ, RICHARD F. Systems Analysis. Richard D. Irwin, Inc., Homewood, Ill., 1965.

59

MARKOWITZ, H. M., HAUSNER, BERNARD, AND KARR, H. W. SIMSCRIPT: A simulation programming language. RM- 3310, Rand Corp., (Nov. 1962).

60

MARSHALL, A.W. Experimentation by simulation and Monte Carlo. P-1174, Rand Corp., Jan. 28, 1958.

61

MEYER, HERBERT A., ED. Symposium on Monte Carlo Methods. John Wiley, New York, 1956.

62

MOOD, A. M. Introduction to the Theory of Statistics. McGraw Hill, New York, 1950.

63

NAYLOR, THOMAS IH., BALINTFY, JOSEPH L., BURDICK, DONALD S., AND CHU, KONG. Computer Simulation Techniques. John Wiley, New York, 1966.

64

PARZEN, EMANUEL. Mathematical considerations in the estimation of spectra. Teehnometrics 3 (May, 1961), 167-190.

65

Emanuel Parzen, Stochastic processes, Society for Industrial and Applied Mathematics, Philadelphia, PA, 1999

66

QUENOUILLE, M.H. The Design and Analysis of Experiment. Hafner, New York, 1953.

67

SIMPAC user's manual. TM 602/000/00, Systems Dec. Corp., Santa Monica, Calif., Apr. 15, 1962.

68

SOBEL, M., ANn WALD, A. A sequential decision procedure for choosing one of three hypotheses concerning the unknown mean of a normal distribution. Ann. Math. Statist. 10 (1939).

69

TEICHROEW, DANIEL. A history of distribution sampling prior to the era of the computer and its relevance to simulation. Amer. Statist. Ass. J. (Mar. 1965), 27-49.

70

-- AND LUBIN, JOHN F. Computer simulation: discussion of the technique and comparison of languages. Working Paper 20, Grad. Sch. Business, Stanford U., Stanford, Calif., Aug. 26, 1964.

71

K. D Tocher, The art of simulation, English Universities Press, 1967

72

TVKEY, JOHN W. Discussion emphasizing the connection between analysis of variance and spectral analysis. Technometrics 3 (May, 1961), 191-220.

73

WALD, A. Sequential Analysis. John Wiley, New York, 1947.

74

WALSH, JOHN E. Use of linearized nonlinear regression for simulations involving Monte Carlo. Oper. Res. 11 (1963), 228-235.

75

WINER, B. J. Statistical Principles in Experimental Design. McGraw-Hill, New York, 1962.

76

WONNACOTT, THOMAS. Special analysis combining a bartlett window with an associated inner window. Technometrics 3 (May, 1961), 237-245.

77

YAGH, S. Generation of input data for simulations. IBM Syst. J. 2 (1963), 286-296.

78

YAGLOM, A.M. An Introduction to the Theory of Stationary Random Functions. Prentice Hall, Englewood Cliffs, N. J., 1962.

Daniel Teichroew , John Francis Lubin, Computer simulation—discussion of the technique and comparison of languages, Communications of the ACM, v.9 n.10, p.723-741, Oct. 1966

William E. Biles, Constrained sequential-block search in simulation experimentation, Proceedings of the 6th conference on Winter simulation, p.227-241, January 17-19, 1973, San Francisco, CA

William F. Atchison , Samuel D. Conte , John W. Hamblen , Thomas E. Hull , Thomas A. Keenan , William B. Kehl , Edward J. McCluskey , Silvio O. Navarro , Werner C. Rheinboldt , Earl J. Schweppe , William Viavant , David M. Young, Jr., Curriculum 68: Recommendations for academic programs in computer science: a report of the ACM curriculum committee on computer science, Communications of the ACM, v.11 n.3, p.151-197, March 1968

Douglas C. Montgomery, Ph.D. , Ginner Weatherby, Factor screening methods in computer simulation experiments, Proceedings of the 11th conference on Winter simulation, p.347-358, December 03-05, 1979, San Diego, CA, United States

Osman Balci , Robert G. Sargent, A methodology for cost-risk analysis in the statistical validation of simulation models, Communications of the ACM, v.24 n.4, p.190-197, April 1981

Thomas H. Naylor , Kenneth Wertz , Thomas H. Wonnacott, Methods for analyzing data from computer simulation experiments, Communications of the ACM, v.10 n.11, p.703-710, Nov. 1967

M. H. MacDougall, Computer System Simulation: An Introduction, ACM Computing Surveys (CSUR), v.2 n.3, p.191-209, Sept. 1970

Steven R. Dzubow, Simulation and strategic planning: A case study effectiveness evaluation, Proceedings of the 17th annual symposium on Simulation, p.65-78, January 1984

G. Waldbaum, Experimenting with a trace-driven simulator of a batch computing system, ACM SIGCSIM Installation Management Review, v.2 n.si2, p.34-41, October 1973

John Norris Maguire, Discrete computer simulation: technology and applications---the next ten years, Proceedings of the November 16-18, 1971, fall joint computer conference, November 16-18, 1971, Las Vegas, Nevada

J. S. Prokop , F. P. Brooks, Jr., Decision making with computer graphics in an inventory control environment, Proceedings of the November 17-19, 1970, fall joint computer conference, November 17-19, 1970, Houston, Texas

Donald S. Burdick: colleagues

Thomas H. Naylor: colleagues