Optimization of computer simulation models with rare events (Q1278808): Difference between revisions

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+The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models
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+Response surface estimation and sensitivity analysis via efficient change of measure
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+Q4878849
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+Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains
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+Stochastic quasigradient methods for optimization of discrete event systems
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+Rare-Event Simulation for Multistage Production-Inventory Systems
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+Analysis of an importance sampling estimator for tandem queues
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+Optimally efficient estimation of the statistics of rare events in queueing networks
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+Fast simulation of rare events in queueing and reliability models
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+Q3126565
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+Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
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+Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
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+Q4003497
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+A quick simulation method for excessive backlogs in networks of queues
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+Gradient estimates for the performance of Markov chains and discrete event processes
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+Sample-path optimization of convex stochastic performance functions
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+Acceleration of Stochastic Approximation by Averaging
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+Sensitivity analysis of discrete event systems by the ''push out'' method
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+Q3141922
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+On the optimality and stability of exponential twisting in Monte Carlo estimation
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+Asymptotic Behavior of Optimal Solutions in Stochastic Programming
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+Simulation-based optimization—convergence analysis and statistical inference
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+Nondifferentiability of the steady-state function in discrete event dynamic systems
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+Convergence Analysis of Stochastic Algorithms
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+Convergence analysis of gradient descent stochastic algorithms
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