Ordinal optimization approach to rare event probability problems
From MaRDI portal
Publication:1901415
DOI10.1007/BF01439043zbMath0841.65147MaRDI QIDQ1901415
Publication date: 1 July 1996
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01439043
ordinal optimization; rare event simulation; pseudo-random number generator; surrogate problem; performance estimates; simulation budget reduction
65C20: Probabilistic models, generic numerical methods in probability and statistics
90B15: Stochastic network models in operations research
60K99: Special processes
65C99: Probabilistic methods, stochastic differential equations
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