On the efficiency of RESTART for multidimensional state systems

DOI10.1145/1147224.1147227zbMath1390.65026OpenAlexW2008228386MaRDI QIDQ4565372

Manuel Villen-Altamirano, José Villén-Altamirano

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1147224.1147227

zbMATH Keywords

simulationrare eventsefficiencyqueuessplittingvariance reductionRESTART

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Queues and service in operations research (90B22)

Related Items (3)

Rare event restart simulation of two-stage networks ⋮ Sampling per mode for rare event simulation in switching diffusions ⋮ Importance functions for restart simulation of general Jackson networks

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