| Publication | Date of Publication | Type |
|---|
Cross-entropy and rare events for maximal cut and partition problems
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Simulation and the Monte Carlo method
Wiley Series in Probability and Statistics | 2017-01-06 | Paper |
Zero-Variance Importance Sampling Estimators for Markov Process Expectations
Mathematics of Operations Research | 2014-07-11 | Paper |
Permutational methods for performance analysis of stochastic flow networks
Probability in the Engineering and Informational Sciences | 2014-04-30 | Paper |
Stochastic enumeration method for counting NP-hard problems
Methodology and Computing in Applied Probability | 2013-07-05 | Paper |
The splitting method for decision making
Communications in Statistics. Simulation and Computation | 2013-02-21 | Paper |
Counting with combined splitting and capture--recapture methods
Stochastic Models | 2012-10-29 | Paper |
A fast cross-entropy method for estimating buffer overflows in queueing networks
Management Science | 2012-02-19 | Paper |
Sensitivity Analysis of Insurance Risk Models via Simulation
Management Science | 2012-02-12 | Paper |
On the use of smoothing to improve the performance of the splitting method
Stochastic Models | 2012-01-25 | Paper |
How to generate uniform samples on discrete sets using the splitting method
Probability in the Engineering and Informational Sciences | 2010-08-19 | Paper |
Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
Methodology and Computing in Applied Probability | 2010-03-15 | Paper |
How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation
Stochastic Models | 2009-12-18 | Paper |
The Gibbs cloner for combinatorial optimization, counting and sampling
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
Entropy and Cloning Methods for Combinatorial Optimization, Sampling and Counting Using the Gibbs Sampler
Information Theory and Statistical Learning | 2009-03-12 | Paper |
Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming
Methodology and Computing in Applied Probability | 2008-06-25 | Paper |
Simulation and the Monte Carlo Method
Wiley Series in Probability and Statistics | 2007-11-14 | Paper |
Application of the cross-entropy method to clustering and vector quantization
Journal of Global Optimization | 2007-03-06 | Paper |
The cross-entropy method for continuous multi-extremal optimization
Methodology and Computing in Applied Probability | 2007-01-29 | Paper |
How many needles are in a haystack, or how to solve \#P-complete counting problems fast
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
Methodology and Computing in Applied Probability | 2005-08-08 | Paper |
A tutorial on the cross-entropy method
Annals of Operations Research | 2005-08-05 | Paper |
Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
Annals of Operations Research | 2005-08-05 | Paper |
HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
Stochastic Models | 2005-05-23 | Paper |
| scientific article; zbMATH DE number 2117227 (Why is no real title available?) | 2004-11-22 | Paper |
The transform likelihood ratio method for rare event simulation with heavy tails
Queueing Systems | 2004-08-10 | Paper |
INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION
Stochastic Models | 2004-02-24 | Paper |
| Combinatorial optimization, cross-entropy, ants and rare events | 2002-05-12 | Paper |
The cross-entropy method for combinatorial and continuous optimization
Methodology and Computing in Applied Probability | 2000-08-07 | Paper |
Optimization and sensitivity analysis of computer simulation models by the score function method
European Journal of Operational Research | 1999-05-05 | Paper |
Optimization of computer simulation models with rare events
European Journal of Operational Research | 1999-02-22 | Paper |
| scientific article; zbMATH DE number 1145157 (Why is no real title available?) | 1998-04-26 | Paper |
| scientific article; zbMATH DE number 994735 (Why is no real title available?) | 1997-09-24 | Paper |
Combining the stochastic counterpart and stochastic approximation methods
Discrete Event Dynamic Systems | 1997-08-12 | Paper |
| scientific article; zbMATH DE number 879791 (Why is no real title available?) | 1996-06-16 | Paper |
On relaxation algorithms in computation of noncooperative equilibria
IEEE Transactions on Automatic Control | 1995-05-01 | Paper |
Regenerative rare events simulation via likelihood ratios
Journal of Applied Probability | 1995-03-20 | Paper |
Response surface estimation and sensitivity analysis via efficient change of measure
Communications in Statistics. Stochastic Models | 1993-12-15 | Paper |
| scientific article; zbMATH DE number 439951 (Why is no real title available?) | 1993-11-02 | Paper |
Sensitivity analysis of discrete event systems by the ''push out'' method
Annals of Operations Research | 1993-05-16 | Paper |
Nondifferentiable optimization via smooth approximation: General analytical approach
Annals of Operations Research | 1993-05-16 | Paper |
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
Annals of Operations Research | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 125278 (Why is no real title available?) | 1993-02-21 | Paper |
Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio
Annals of Operations Research | 1993-01-16 | Paper |
The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models
Advances in Applied Probability | 1992-06-28 | Paper |
Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
Mathematics and Computers in Simulation | 1991-01-01 | Paper |
How to optimize discrete-event systems from a single sample path by the score function method
Annals of Operations Research | 1990-01-01 | Paper |
Sensitivity analysis and the ``what if'' problem in simulation analysis
Mathematical and Computer Modelling | 1989-01-01 | Paper |
Smoothed Functionals and Constrained Stochastic Approximation
SIAM Journal on Numerical Analysis | 1988-01-01 | Paper |
A batch acceptance complement method for generating random variables
European Journal of Operational Research | 1988-01-01 | Paper |
Convergence of perturbation analysis estimates for discontinuous sample functions: a general approach
Advances in Applied Probability | 1988-01-01 | Paper |
A Modified Version of Handscomb’s Antithetic Variates Theorem
SIAM Journal on Scientific and Statistical Computing | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4086905 (Why is no real title available?) | 1986-01-01 | Paper |
The score function approach for sensitivity analysis of computer simulation models
Mathematics and Computers in Simulation | 1986-01-01 | Paper |
Optimal coverage of convex regions
Journal of Optimization Theory and Applications | 1986-01-01 | Paper |
Inventory models under uncertainty: An adaptive approach
Mathematics and Computers in Simulation | 1986-01-01 | Paper |
Efficiency of Multivariate Control Variates in Monte Carlo Simulation
Operations Research | 1985-01-01 | Paper |
Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
Management Science | 1985-01-01 | Paper |
Variance reduction by the use of common and antithetic random variables
Journal of Statistical Computation and Simulation | 1985-01-01 | Paper |
Generation of Bernoulli processes
Operations Research Letters | 1984-01-01 | Paper |
About one Monte Carlo method for solving linear equations
Mathematics and Computers in Simulation | 1983-01-01 | Paper |
Smoothed Functionals in Stochastic Optimization
Mathematics of Operations Research | 1983-01-01 | Paper |
Generating random vectors uniformly distributed inside and on the surface of different regions
European Journal of Operational Research | 1982-01-01 | Paper |
An efficient mixture method
Operations Research Letters | 1982-01-01 | Paper |
Solution of nonlinear programming with unknown distribution function
Mathematics and Computers in Simulation | 1982-01-01 | Paper |
Efficiency of the random search method
Mathematics and Computers in Simulation | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3841285 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3643049 (Why is no real title available?) | 1979-01-01 | Paper |
