Ordinal optimization approach to rare event probability problems

DOI10.1007/BF01439043zbMath0841.65147MaRDI QIDQ1901415

Yu-Chi Ho, Michael E. Larson

Publication date: 1 July 1996

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

zbMATH Keywords

ordinal optimization; rare event simulation; pseudo-random number generator; surrogate problem; performance estimates; simulation budget reduction

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

90B15: Stochastic network models in operations research

60K99: Special processes

65C99: Probabilistic methods, stochastic differential equations

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Ordinal optimization with subset selection rule, 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, Multi-objective ordinal optimization for simulation optimization problems

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