Importance Sampling for Stochastic Simulations (Q3033291)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling for Stochastic Simulations |
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Importance Sampling for Stochastic Simulations (English)
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1989
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estimation of integrals
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Importance sampling
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variance reduction
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Monte Carlo algorithms
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simulation
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stochastic systems
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Discrete-time Markov chains
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continuous-time Markov chains
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semi-Markov processes
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GI/G/1 queueing problem
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response surface estimation
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moments
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numerical examples
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