Approximation of bounds on mixed-level orthogonal arrays
From MaRDI portal
Publication:3021243
DOI10.1239/aap/1308662485zbMath1225.05050arXiv0903.3438MaRDI QIDQ3021243
Ferruh Özbudak, Ali Devin Sezer
Publication date: 22 July 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.3438
optimal control; Hamilton-Jacobi-Bellman equation; importance sampling; large deviation; asymptotic analysis; counting; mixed-level orthogonal array; Gilbert-Varshamov bound; Rao bound; error block code; subsolution approach
62K99: Design of statistical experiments
65C05: Monte Carlo methods
93E20: Optimal stochastic control
05B15: Orthogonal arrays, Latin squares, Room squares
49L99: Hamilton-Jacobi theories
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A viscosity solution approach to the asymptotic analysis of queueing systems
- Linear error-block codes
- Importance sampling for a Markov modulated queuing network
- Constructions and bounds on linear error-block codes
- Optimal exit probabilities and differential games
- Importance sampling in the Monte Carlo study of sequential tests
- Exit probabilities and optimal stochastic control
- Orthogonal arrays. Theory and applications
- Dynamic importance sampling for uniformly recurrent Markov chains
- Limits of first passage times to rare sets in regenerative processes
- Asymptotically optimal importance sampling for Jackson networks with a tree topology
- Efficient importance sampling for binary contingency tables
- Large deviations and importance sampling for a tandem network with slow-down
- Dynamic importance sampling for queueing networks
- Sequential importance sampling for multiway tables
- A Sequential Importance Sampling Algorithm for Generating Random Graphs with Prescribed Degrees
- Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune...
- Improved Asymptotic Bounds for Codes Using Distinguished Divisors of Global Function Fields
- A quick simulation method for excessive backlogs in networks of queues
- Importance Sampling, Large Deviations, and Differential Games
- The general coalescent with asynchronous mergers of ancestral lines
- Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
- Sequential Monte Carlo Methods for Statistical Analysis of Tables