Multilevel Splitting for Estimating Rare Event Probabilities
From MaRDI portal
Publication:2770125
DOI10.1287/opre.47.4.585zbMath0985.65006MaRDI QIDQ2770125
Paul Glasserman, Philip Heidelberger, Tim Zajic, Perwez Shahabuddin
Publication date: 7 February 2002
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/662bffa61710ed81a4f9ac5d9c13a93b714cc3d4
estimation; numerical examples; queueing models; multilevel splitting; rare event simulations; branching-process
DB lookup for MSC labels failed
Uses Software