| Publication | Date of Publication | Type |
|---|
| Cross-entropy and rare events for maximal cut and partition problems | 2018-06-12 | Paper |
| Simulation and the Monte Carlo Method | 2017-01-06 | Paper |
| Zero-Variance Importance Sampling Estimators for Markov Process Expectations | 2014-07-11 | Paper |
| PERMUTATIONAL METHODS FOR PERFORMANCE ANALYSIS OF STOCHASTIC FLOW NETWORKS | 2014-04-30 | Paper |
| Stochastic enumeration method for counting NP-hard problems | 2013-07-05 | Paper |
| The Splitting Method for Decision Making | 2013-02-21 | Paper |
| Counting with Combined Splitting and Capture–Recapture Methods | 2012-10-29 | Paper |
| A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks | 2012-02-19 | Paper |
| Sensitivity Analysis of Insurance Risk Models via Simulation | 2012-02-12 | Paper |
| On the Use of Smoothing to Improve the Performance of the Splitting Method | 2012-01-25 | Paper |
| HOW TO GENERATE UNIFORM SAMPLES ON DISCRETE SETS USING THE SPLITTING METHOD | 2010-08-19 | Paper |
| Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work | 2010-03-15 | Paper |
| How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation | 2009-12-18 | Paper |
| The Gibbs cloner for combinatorial optimization, counting and sampling | 2009-12-02 | Paper |
| Entropy and Cloning Methods for Combinatorial Optimization, Sampling and Counting Using the Gibbs Sampler | 2009-03-12 | Paper |
| Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming | 2008-06-25 | Paper |
| Simulation and the Monte Carlo Method | 2007-11-14 | Paper |
| Application of the cross-entropy method to clustering and vector quantization | 2007-03-06 | Paper |
| The cross-entropy method for continuous multi-extremal optimization | 2007-01-29 | Paper |
| How many needles are in a haystack, or how to solve \#P-complete counting problems fast | 2006-10-27 | Paper |
| A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation | 2005-08-08 | Paper |
| A tutorial on the cross-entropy method | 2005-08-05 | Paper |
| Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment | 2005-08-05 | Paper |
| HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY | 2005-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828558 | 2004-11-22 | Paper |
| The transform likelihood ratio method for rare event simulation with heavy tails | 2004-08-10 | Paper |
| INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION | 2004-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2752041 | 2002-05-12 | Paper |
| The cross-entropy method for combinatorial and continuous optimization | 2000-08-07 | Paper |
| Optimization and sensitivity analysis of computer simulation models by the score function method | 1999-05-05 | Paper |
| Optimization of computer simulation models with rare events | 1999-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384475 | 1998-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3126565 | 1997-09-24 | Paper |
| Combining the stochastic counterpart and stochastic approximation methods | 1997-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4878849 | 1996-06-16 | Paper |
| On relaxation algorithms in computation of noncooperative equilibria | 1995-05-01 | Paper |
| Regenerative rare events simulation via likelihood ratios | 1995-03-20 | Paper |
| Response surface estimation and sensitivity analysis via efficient change of measure | 1993-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3141922 | 1993-11-02 | Paper |
| Nondifferentiable optimization via smooth approximation: General analytical approach | 1993-05-16 | Paper |
| Decomposable score function estimators for sensitivity analysis and optimization of queueing networks | 1993-05-16 | Paper |
| Sensitivity analysis of discrete event systems by the push out method | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026972 | 1993-02-21 | Paper |
| Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio | 1993-01-16 | Paper |
| The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models | 1992-06-28 | Paper |
| Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models | 1991-01-01 | Paper |
| How to optimize discrete-event systems from a single sample path by the score function method | 1990-01-01 | Paper |
| Sensitivity analysis and the ``what if problem in simulation analysis | 1989-01-01 | Paper |
| A batch acceptance complement method for generating random variables | 1988-01-01 | Paper |
| Convergence of perturbation analysis estimates for discontinuous sample functions: a general approach | 1988-01-01 | Paper |
| Smoothed Functionals and Constrained Stochastic Approximation | 1988-01-01 | Paper |
| A Modified Version of Handscomb’s Antithetic Variates Theorem | 1987-01-01 | Paper |
| Optimal coverage of convex regions | 1986-01-01 | Paper |
| Inventory models under uncertainty: An adaptive approach | 1986-01-01 | Paper |
| The score function approach for sensitivity analysis of computer simulation models | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814662 | 1986-01-01 | Paper |
| Variance reduction by the use of common and antithetic random variables | 1985-01-01 | Paper |
| Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems | 1985-01-01 | Paper |
| Efficiency of Multivariate Control Variates in Monte Carlo Simulation | 1985-01-01 | Paper |
| Generation of Bernoulli processes | 1984-01-01 | Paper |
| About one Monte Carlo method for solving linear equations | 1983-01-01 | Paper |
| Smoothed Functionals in Stochastic Optimization | 1983-01-01 | Paper |
| Generating random vectors uniformly distributed inside and on the surface of different regions | 1982-01-01 | Paper |
| An efficient mixture method | 1982-01-01 | Paper |
| Solution of nonlinear programming with unknown distribution function | 1982-01-01 | Paper |
| Efficiency of the random search method | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3311717 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048596 | 1979-01-01 | Paper |
