Response surface estimation and sensitivity analysis via efficient change of measure
From MaRDI portal
Publication:3137340
DOI10.1080/15326349308807269zbMath0777.60084MaRDI QIDQ3137340
Reuven Y. Rubinstein, Soren Asmussen
Publication date: 15 December 1993
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349308807269
simulation results; queueing model; mean waiting time; mean sojourn time; likelihood ratio- score function method; reference traffic intensity
65C20: Probabilistic models, generic numerical methods in probability and statistics
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
62M99: Inference from stochastic processes
Related Items
Optimization of computer simulation models with rare events, Regenerative simulation of TES processes