A combined splitting-cross entropy method for rare-event probability estimation of queueing networks (Q666360): Difference between revisions

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+An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
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+A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
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+A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
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+Q4369771
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+A large deviations perspective on the efficiency of multilevel splitting
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+Multilevel Splitting for Estimating Rare Event Probabilities
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+Rare events, splitting, and quasi-Monte Carlo
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+The cross-entropy method for combinatorial and continuous optimization
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+Simulation and the Monte Carlo Method
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+Rare event restart simulation of two-stage networks
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+Publication:666360