Importance sampling simulations of Markovian reliability systems using cross-entropy
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Publication:2485929
DOI10.1007/s10479-005-5727-9zbMath1075.90023OpenAlexW2134519345MaRDI QIDQ2485929
Publication date: 5 August 2005
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-005-5727-9
Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40)
Related Items
Command-based importance sampling for statistical model checking ⋮ Reliability measures for two-part partition of states for aggregated Markov repairable systems ⋮ Minimization of a class of rare event probabilities and buffered probabilities of exceedance ⋮ Improved cross-entropy method for estimation ⋮ A tutorial on the cross-entropy method
Cites Work
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- The cross-entropy method for network reliability estimation
- Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
- Fast Simulation of Markov Chains with Small Transition Probabilities
- A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
- Importance Sampling for the Simulation of Highly Reliable Markovian Systems
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