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

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A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
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    A combined splitting-cross entropy method for rare-event probability estimation of queueing networks (English)
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    8 March 2012
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    cross-entropy
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    importance sampling
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    rare events
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    simulation
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    splitting
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