Ordinal optimization approach to rare event probability problems

DOI10.1007/BF01439043MaRDI QIDQ1901415zbMATH OpenOpenAlexFDO

Authors Yu-Chi Ho, Michael E. Larson

Publication date 1 July 1996

Published in Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01439043

zbMATH Keywords

rare event simulationpseudo-random number generatorordinal optimizationsurrogate problemperformance estimatessimulation budget reduction

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Probabilistic models, generic numerical methods in probability and statistics (65C20) Special processes (60K99) Stochastic network models in operations research (90B15)

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Cites work

• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• scientific article; zbMATH DE number 51708 (Why is no real title available?)
• scientific article; zbMATH DE number 219442 (Why is no real title available?)
• A quick simulation method for excessive backlogs in networks of queues
• Importance Sampling for Stochastic Simulations
• Optimally efficient estimation of the statistics of rare events in queueing networks
• Ordinal optimization of DEDS

Cited in

(4)

• Ordinal optimization with subset selection rule
• Multi-objective ordinal optimization for simulation optimization problems
• An illustrative case study on application of learning based ordinal optimization approach to complex deterministic problem
• Standard clock simulation and ordinal optimization applied to admission control in integrated communication networks

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