On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling (Q4635191)
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scientific article; zbMATH DE number 6859988
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| English | On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling |
scientific article; zbMATH DE number 6859988 |
Statements
On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling (English)
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16 April 2018
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importance sampling
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Isaacs equation
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Lyapunov inequalities
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rare events
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variance reduction
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tandem queue network
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