Publication:4384475
From MaRDI portal
zbMath0903.60001MaRDI QIDQ4384475
Benjamin Melamed, Reuven Y. Rubinstein
Publication date: 26 April 1998
stochastic optimization; sensitivity analysis; perturbation analysis; variance reduction; random number generation; response surface methodology; output analysis; rare events simulation
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
93-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
Related Items
Simplex Partitioning via Exponential Clocks and the Multiway-Cut Problem, HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY, Unnamed Item, Stochastic analysis of maintenance process costs in the IT industry: a case study, Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework, A combined splitting-cross entropy method for rare-event probability estimation of queueing networks, Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes, On three competing maintenance actions and the related condition control, Resource allocation in stochastic, finite-capacity, multi-project systems through the cross entropy methodology, Rare event probabilities in stochastic networks, Permuted derivative and importance-sampling estimators for regenerative simulations., Modeling data envelopment analysis by chance method in hybrid uncertain environments, How many needles are in a haystack, or how to solve \#P-complete counting problems fast, A Gibbs sampler on the \(n\)-simplex, On construction and simulation of count data models, A tutorial on the cross-entropy method, The cross-entropy method for network reliability estimation, Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment, A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation, Perturbation analysis of inhomogeneous finite Markov chains
