Publications
Most of these files are available in pdf, although some are in
compressed postscript/pdf format. You can uncompress the files
using the "uncompress" command in Unix, or using WinZip in Windows.
Postscript files may be viewed using
GSView.
pdf files can be viewed using the Adobe Acrobat
Reader.
Special Items
- Presentation on simulation methodology from 2005 INFORMS Conference in San Francisco pdf
Books and Book Chapters
- S. G. Henderson and A. J. Mason. 2004. Ambulance service
planning: simulation and data visualisation.
In M. L. Brandeau, F. Sainfort and W. P. Pierskalla, eds,
Operations Research and Health Care: A Handbook of Methods and
Applications, 77-102. Kluwer Academic, Boston.
pdf
- Shane G. Henderson and Barry L. Nelson, eds. 2006. Simulation. Handbooks in OR and MS. Elsevier Science.
- S. G. Henderson. 2006. Mathematics for Simulation.
In S. G. Henderson and B. L. Nelson, eds. Handbook of Simulation, Elsevier.
- S. G. Henderson and B. L. Nelson. 2006. Stochastic Computer Simulation
In S. G. Henderson and B. L. Nelson, eds. Handbook of Simulation, Elsevier.
- S. G. Henderson, B. Biller, M.-H. Hsieh, J. Shortle, J. Tew
and R. R. Barton. Proceedings of the 2007 Winter Simulation Conference.
IEEE. Piscataway, NJ.
- Ghosh, S. and S. G. Henderson. 2008. Patchwork
distributions. Festschrift for undisclosed (at this
stage) person. To appear.
- Henderson, S. G. 2009. Operations research tools for addressing current challenges in emergency medical services. Wiley Encyclopedia of OR/MS. To appear.
Archival Journals (Appeared or Submitted)
- Maxwell, M., Restrepo, M., S. G. Henderson and H. Topaloglu. 2008. Approximate dynamic programming for ambulance redeployment. INFORMS Journal on Computing. To appear.
- Ehrlichman, S. M. T., and S. G. Henderson. 2007.
Deterministic and stochastic root finding in one dimension for
increasing convex functions. Under revision
- Mason, A. J., and S. G. Henderson. 2007. Analysing ambulance travel: A dynamic program for map matching with sparse GPS data. Under revision
- Gorinsky, S., E. J. Friedman, S. Henderson and C. Jechlitschek.
2008. Efficient fair algorithms for message communication. Special Issue of Simulation Modelling: Practice and Theory 17 (3): 513-527.
- Restrepo, M., S. G. Henderson and H. Topaloglu. 2009. Erlang loss models for the static deployment of ambulances. Health Care Management Science. To appear.
- Steckley, S. G., S. G. Henderson and V. Mehrotra. 2009. Forecast errors in service systems. Probability in the Engineering and Informational Sciences. 23 (2) 305-332. pdf. (c) Cambridge University Press.
- Samuel M. T. Ehrlichman and Shane G. Henderson. 2006. Adaptive control variates for pricing
multi-dimensional American options. Journal of Computational Finance. 11 (1).
- Samuel G. Steckley and Shane G. Henderson. 2006. The error in
steady-state approximations for the time-dependent waiting time
distribution. Stochastic Models 23(2): 307--332. pdf. Author
Posting. (c) Taylor & Francis, 2007.
This is the author's version of the work. It is posted here by
permission of Taylor & Francis for personal use, not for
redistribution.
The definitive version was published in Stochastic Models, Volume 23
Issue 2, April 2007.
doi:10.1080/15326340701300886
- Soumyadip Ghosh and Shane G. Henderson. 2005. Corrigendum.
Behaviour of the NORTA method for correlated random vector generation
as the dimension increases. ACM TOMACS 16, 93-94
- Millie Chu, Yuriy Zinchenko, Shane G. Henderson and Michael
B. Sharpe. 2005. Robust optimization for intensity modulated radiation
therapy treatment planning under uncertainty. Physics in Medicine
and Biology 50, 5463-5477
Institute of Physics
- S. Kim and S. G. Henderson. 2007. Adaptive control
variates for finite-horizon simulation. Mathematics of
Operations Research. To appear.
pdf
- J. Atlason, M. A. Epelman, and S. G. Henderson. 2005. Optimizing call
center staffing using simulation and analytic center cutting plane
methods. Management Science To appear. pdf
- S. G. Henderson and B. Simon. 2004. Adaptive simulation using perfect
control variates.
Journal of Applied Probability 41, 859-876
pdf
- J. Ohlmann, J. Bean and S. G. Henderson. 2004.
Convergence in probability of compressed annealing
Mathematics of Operations Research 29, 837-860
pdf
- Soumyadip Ghosh and Shane G. Henderson. 2003.
Behaviour of the NORTA method for correlated random vector generation
as the dimension increases.
ACM TOMACS 13, 276-294
TOMACS
- J. Atlason, M. A. Epelman and S. G. Henderson. 2002.
Call center staffing with simulation and cutting plane methods.
Annals of Operations Research 127, 333-358.
Online.
Also available in preprint form in pdf
- S. G. Henderson, S. P. Meyn, and V. B. Tadic. 2003.
Performance evaluation and policy selection in multiclass networks
Discrete Event Dynamic Systems 13, 149-189
Kluwer Online
- Andrew B. Philpott, Shane G. Henderson and David Teirney. 2003.
A simulation model for predicting yacht match race outcomes.
Operations Research 52, 1-16
INFORMS PubsOnline
- Eric J. Friedman and Shane G. Henderson. 2003.
Fairness and efficiency in minimizing sojourn times.
Sigmetrics 2003
ACM
- S. G. Henderson. 2003.
Estimation for nonhomogeneous Poisson processes from aggregated data.
Operations Research Letters. 31 375-382
Science Direct
- S. G. Henderson and P. W. Glynn. 2003.
Nonexistence of a class of variate generation schemes
Operations Research Letters. 31 83-89
Science Direct
- W. L. Cooper, S. G. Henderson and M. E. Lewis. 2003.
Convergence of Simulation-Based Policy Iteration
Probability in the Engineering and Informational Sciences. 17 213-234.
- S. G. Henderson and P. W. Glynn. 2001.
Approximating martingales for variance reduction in Markov
process simulation
Mathematics of Operations Research. 27 253-271
PubsOnline
- S. Ghosh and S. G. Henderson. 2002.
Chessboard distributions and random vectors with specified
marginals and covariance matrix
Operations Research 50 820-834
PubsOnline
- S. G. Henderson and P. W. Glynn. 2001.
Regenerative steady-state simulation of discrete-event systems
ACM Transactions on Modeling and Computer Simulation 11 313-345
ACM TOMACS
- B. Chen and S. G. Henderson. 2001.
Two issues in setting call centre staffing levels
Annals of Operations Research 108 175-192
Kluwer
- S. G. Henderson and S. P. Meyn. 2004
Variance Reduction for Simulation in Multiclass Processing Networks
IIE Transactions To appear.
pdf
- S. G. Henderson and P. W. Glynn. 2001.
Computing densities for Markov chains via simulation
Mathematics of Operations Research 26 375-400
PubsOnLine
- S. G. Henderson and P. W. Glynn. 1999.
Derandomizing variance estimators
Operations Research 47 907-916
PubsOnLine
Refereed Conference Proceedings
- Friedman, E. J., S. G. Henderson, T. Byuen, and G. GutiŽrrez Gallardo. 2009. Estimating the probability that the game of Monopoly never ends. Proceedings of the 2009 Winter Simulation Conference. M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, eds. IEEE, Piscataway NJ. To appear.
- Maxwell, M. S., S. G. Henderson, H. Topaloglu. 2009. Ambulance redeployment: An approximate dynamic programming approach. Proceedings of the 2009 Winter Simulation Conference. M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, and R. G. Ingalls, eds. IEEE, Piscataway NJ. To appear.
- Kim, S. and S. G. Henderson. 2008. The Mathematics of Continuous-Variable Simulation Optimization. Proceedings of the 2008 Winter Simulation Conference. S. J. Mason, R. R. Hill, L. Moench, O. Rose, eds. IEEE, Piscataway NJ. p. 122-132. pdf
- Ehrlichman. S. M. T. and S. G. Henderson. 2008. Comparing Two
Systems: Beyond Common Random Numbers. Proceedings of the 2008 Winter
Simulation Conference. S. J. Mason, R. R. Hill, L. Moench, O. Rose,
eds. IEEE, Piscataway NJ. p. 245-251.
pdf
- Henderson, S. G. 2008. Staying Sane on the Tenure Track.
Proceedings of the 2008 Winter Simulation Conference. S. J. Mason, R.
R. Hill, L. Moench, O. Rose, eds. IEEE, Piscataway NJ. pdf
- Kim, S., and S. G. Henderson. 2007. Proceedings of the 2007
Winter Simulation Conference. S. G. Henderson, B. Biller, M.-H. Hsieh,
J. Shortle, J. D. Tew, and R. R. Barton, eds. IEEE, Piscataway, NJ. pdf
- Ehrlichman, S. M. T., and S. G. Henderson. 2007.
Finite-sample performance guarantees for one-dimensional stochastic
root finding. Proceedings of the 2007 Winter Simulation Conference. S.
G. Henderson, B. Biller, M.-H. Hsieh, J. Shortle, J. D. Tew, and R. R.
Barton, eds. IEEE, Piscataway, NJ. pdf
- Ehrlichman, S. M. T., and S. G. Henderson. 2006. American
options on MARS. Proceedings of the 2006 Winter Simulation Conference.
L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, and R.
M. Fujimoto, eds. IEEE, Piscataway, NJ. 719--726. pdf
- Pasupathy, R., and S. G. Henderson. 2006. A testbed of
simulation-optimization problems. Proceedings of the 2006 Winter
Simulation Conference. L. F. Perrone, F. P. Wieland, J. Liu, B. G.
Lawson, D. M. Nicol, and R. M. Fujimoto, eds. IEEE, Piscataway, NJ.
255--263. pdf
- S. G. Henderson. 2005.
Should we model dependence and nonstationarity, and if so how?
Proceedings of the 2005 Winter Simulation Conference. M. E. Kuhl,
N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds. IEEE,
Piscataway, NJ. 120--129.
pdf
- S. G. Steckley, S. G. Henderson and V. Mehrotra. 2005.
Performance measures for service systems with a random arrival rate.
Proceedings of the 2005 Winter Simulation Conference. M. E. Kuhl,
N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds. IEEE,
Piscataway, NJ. 566--575.
pdf
- S. Kim and S. G. Henderson. 2004.
Adaptive control variates
Proceedings of the 2004 Winter Simulation Conference. R. Ingalls,
M. Rossetti, J. Smith and B. Peters, eds. IEEE, Piscataway, NJ. 621--629.
pdf
- S. G. Henderson. 2003.
Input model uncertainty: Why do we care and what should we do about it?
Proceedings of the 2003 Winter Simulation Conference. S. Chick,
P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds. IEEE, Piscataway NJ. 90--100.
pdf
- S. G. Steckley and S. G. Henderson. 2003.
A kernel approach to estimating the density of a conditional expectation.
Proceedings of the 2003 Winter Simulation Conference. S. Chick,
P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds. IEEE, Piscataway NJ. 383--391.
pdf
- Julius Atlason, Marina A. Epelman and Shane G. Henderson. 2003.
Using simulation to approximate subgradients of convex performance
measures in service systems.
Proceedings of the 2003 Winter Simulation Conference. S. Chick,
P. J. Sanchez, D. Ferrin, and D. J. Morrice, eds. IEEE, Piscataway NJ. 1824--1832.
pdf
- Russell R. Barton, Russell C. H. Cheng, Stephen E. Chick, Shane
G. Henderson, Averill M. Law, Lawrence M. Leemis, Bruce W. Schmeiser,
Lee W. Schruben, James R. Wilson. 2002.
Panel on current issues in simulation input modeling
Proceedings of the 2002 Winter Simulation Conference. E. Yucesan,
C.-H. Chen, J. L. Snowdon, and J. M. Charnes, eds. IEEE, Piscataway NJ. 353--369.
pdf
- S. Ghosh and S. G. Henderson. 2002.
Properties of the NORTA method in higher dimensions
Proceedings of the 2002 Winter Simulation Conference. E. Yucesan,
C.-H. Chen, J. L. Snowdon, and J. M. Charnes, eds. IEEE, Piscataway NJ. 263--269.
pdf
- S. G. Henderson. 2001.
Mathematics for simulation.
Proceedings of the 2001 Winter Simulation Conference, B. A. Peters,
J. Smith, D. Medeiros, M. Rohrer, eds. IEEE, Piscataway NJ. 83--94.
pdf
- S. Ghosh and S. G. Henderson. 2001.
Chessboard Distributions
Proceedings of the 2001 Winter Simulation Conference, B. A. Peters,
J. Smith, D. Medeiros, M. Rohrer, eds. IEEE, Piscataway NJ. 385--393.
pdf
- S. G. Henderson and R. L. Tweedie. 2000.
Perfect simulation for Markov chains arising from discrete-event
simulation
Proceedings of the 38th Annual Allerton Conference on
Communication, Control and Computing. 1125-1134.
compressed postscript
- S. G. Henderson. 2000.
Mathematics for simulation
Proceedings of the 2000 Winter Simulation Conference, J. A. Joines,
R. R. Barton, K. Kang, and P. A. Fishwick, eds. IEEE, Piscataway NJ. 137--146.
pdf
- Shane G. Henderson, Belinda A. Chiera and Roger M. Cooke. 2000.
Generating "dependent" quasi-random numbers
Proceedings of the 2000 Winter Simulation Conference, J. A. Joines,
R. R. Barton, K. Kang, and P. A. Fishwick, eds. IEEE, Piscataway NJ. 527--536.
pdf
- S. G. Henderson and P. W. Glynn. 1999.
Can the regenerative method be applied to discrete-event simulation?
Proceedings of the 1999 Winter Simulation Conference,
P. A. Farrington, H. B. Nembhard, J. Evans, D. Sturrock, eds. IEEE, Piscataway NJ. 367-373.
compressed postscript
- S. G. Henderson and A. J. Mason. 1999.
Estimating Ambulance Requirements in Auckland New Zealand.
Proceedings of the 1999 Winter Simulation Conference,
P. A. Farrington, H. B. Nembhard, J. Evans, D. Sturrock,
eds. IEEE, Piscataway NJ. 1670-1674.
compressed postscript
- Peter W. Glynn and Shane G. Henderson. 1998.
Estimation of stationary densities for Markov chains.
Proceedings of the 1998 Winter Simulation Conference,
D. Medeiros, E. Watson, eds. IEEE, Piscataway NJ. 647-652.
compressed postscript
- S. G. Henderson and A. J. Mason. 1998.
Rostering by iterating integer programming and simulation
Proceedings of the 1998 Winter Simulation Conference,
D. Medeiros, E. Watson, eds. IEEE, Piscataway NJ. 677-684.
compressed postscript
- S. G. Henderson and S. P. Meyn 1997.
Efficient Simulation of Multiclass Queueing Networks.
Proceedings of the 1997 Winter Simulation Conference, Sigrun
Andradottir, Kevin J. Healy, David H. Withers, Barry L. Nelson eds. IEEE, Piscataway NJ.
216-223.
compressed postscript
- Halim Damerdji, Shane G. Henderson and Peter W. Glynn. 1997.
Computational efficiency evaluation in output analysis.
Proceedings of the 1997 Winter Simulation Conference, Sigrun
Andradottir, Kevin J. Healy, David H. Withers, Barry L. Nelson eds. IEEE, Piscataway NJ.
208-215.
compressed postscript
Other Conference Proceedings
- Mason, A., P. Day, S. G. Henderson, J. Meyer, J. Snowdon, and
J. Waite. 2003.
Development of a simulation package for modelling emergency medical
service operations.
Proceedings of the 8th Annual International Conference on Industrial
Engineering Theory, Applications and Practice, 556-559.
compressed pdf
- Julius Atlason, Marina Epelman and Shane G. Henderson. 2002.
Combining simulation and cutting plane methods in service systems.
Proceedings of the 2002 National Science Foundation Design, Service
and Manufacturing Grantees Conference
pdf
- S. G. Henderson and S. P. Meyn. 20002.
Identifying effective policies for multiclass networks.
Proceedings of the 2002 National Science Foundation Design, Service
and Manufacturing Grantees Conference.
pdf
- Shane G. Henderson, Andrew Mason, Ilze Ziedins, Richard Thomson,
David Burgess, and Tim Seabrook. 1998.
Heuristics in Rostering for Call Centres
Proceedings of the 33rd Conference of the Operational Research
Society of New Zealand
compressed postscript
- John R. Birge, Shane G. Henderson. Leslie Olsen. 1997.
Improving quality in introductory industrial engineering through
case studies and communication
1997 ASEE Annual Conference Proceedings
Other Publications
- Julius Atlason, Marina A. Epelman and Shane G. Henderson. 2004.
Optimizing call center staffing using simulation and analytic
center cutting plane methods
Tech Report 04-09. IOE Dept., University of Michigan
pdf
- Eric J. Friedman and Shane G. Henderson. 2002.
SAP: An efficient scheduling protocol for web servers
Technical Report, ORIE Dept.
pdf
- Shane G. Henderson. 2002.
Book review of J. R. Thompson. 2000. Simultion: A Modeler's
Approach. Wiley, New York.
Journal of the American Statistical Association.
- P. Patel and S. G. Henderson. 2000.
Pump allocation at a New Zealand Oil Refinery: A Case Study in
Mixed Integer Programming
compressed postscript
- Shane G. Henderson. 1997.
Variance Reduction Via an Approximating Markov Process
Ph.D. Thesis. Department of Operations Research, Stanford
University
pdf
- Shane G. Henderson and Peter W. Glynn. 1997.
Derandomizing and rerandomizing variance estimators
Technical report
compressed postscript