Importance Sampling for the Simulation of Highly Reliable Markovian Systems
DOI10.1287/mnsc.40.3.333zbMath0805.90049OpenAlexW2164863330MaRDI QIDQ4302651
Publication date: 4 October 1994
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.40.3.333
reliabilityMarkov chainsvariance reductionstochastic simulationavailabilitymean time to failureimportance sampling techniqueshighly reliable componentsfailure biasingsimulation of Markovian systems
Probabilistic models, generic numerical methods in probability and statistics (65C20) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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