Optimization of computer simulation models with rare events

DOI10.1016/S0377-2217(96)00385-2zbMath0923.90051MaRDI QIDQ1278808

Reuven Y. Rubinstein

Publication date: 22 February 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisimportance samplinglikelihood ratioscore functiondiscrete event simulation systemssimulation based optimization modelsstochastic counterpart method

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Inventory, storage, reservoirs (90B05)

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