I: Optimization of Simulated Systems.- Performance evaluation for the score function method in sensitivity analysis and stochastic optimization.- Experimental results for gradient estimation and optimization of a markov chain in steady-staten.- Optimization of stochastic discrete event dynamic systems.- Sensitivity analysis of simulation experiments: Regression analysis and statistical design.- II: Optimization and Stochastic Optimization.- A stochastic optimization approach for training the parameters in neural networks.- Integrated stochastic approximation program system.- Lexicographic duality in linear optimization.- Dual optimization of dynamic systems.- Stochastic approximation via averaging: The Polyak’s approach revisited.- III: Random Numbers.- Nonuniform random numbers: A sensitivity analysis for transformation methods.- Nonlinear methods for pseudorandom number and vector generation.- Sampling from discrete and continuous distributions with c-rand.