The Splitting Method for Decision Making
DOI10.1080/03610918.2012.625339zbMath1260.65054OpenAlexW2025283494MaRDI QIDQ4905890
Radislav Vaisman, Andrey Dolgin, Reuven Y. Rubinstein
Publication date: 21 February 2013
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.625339
algorithmnumerical exampledecision makingcombinatorial optimizationsplittingcountingGibbs samplercross-entropyinteger programrare-eventcapture-recapture method
Numerical mathematical programming methods (65K05) Integer programming (90C10) Management decision making, including multiple objectives (90B50) Combinatorial optimization (90C27)
Related Items (4)
Cites Work
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- A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
- The Gibbs cloner for combinatorial optimization, counting and sampling
- The cross-entropy method for combinatorial and continuous optimization
- Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
- Stochastic simulation: Algorithms and analysis
- Rare events, splitting, and quasi-Monte Carlo
- Simulation and the Monte Carlo Method
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