Works matching IS 02545330 AND DT 2011 AND VI 189 AND IP 1
Results: 18
Approximating zero-variance importance sampling in a reliability setting.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 277, doi. 10.1007/s10479-009-0532-5
- By:
- Publication type:
- Article
Rare-event probability estimation with conditional Monte Carlo.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 43, doi. 10.1007/s10479-009-0539-y
- By:
- Publication type:
- Article
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 331, doi. 10.1007/s10479-009-0567-7
- By:
- Publication type:
- Article
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 103, doi. 10.1007/s10479-009-0565-9
- By:
- Publication type:
- Article
Randomized methods based on new Monte Carlo schemes for control and optimization.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 343, doi. 10.1007/s10479-009-0585-5
- By:
- Publication type:
- Article
Cooperative Cross-Entropy method for generating entangled networks.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 205, doi. 10.1007/s10479-009-0589-1
- By:
- Publication type:
- Article
State-dependent importance sampling schemes via minimum cross-entropy.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 357, doi. 10.1007/s10479-009-0611-7
- By:
- Publication type:
- Article
A combined splitting-cross entropy method for rare-event probability estimation of queueing networks.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 167, doi. 10.1007/s10479-009-0608-2
- By:
- Publication type:
- Article
An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach).
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 215, doi. 10.1007/s10479-009-0609-1
- By:
- Publication type:
- Article
Efficient simulation of tail probabilities of sums of correlated lognormals.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 5, doi. 10.1007/s10479-009-0658-5
- By:
- Publication type:
- Article
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 63, doi. 10.1007/s10479-009-0664-7
- By:
- Publication type:
- Article
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 255, doi. 10.1007/s10479-009-0663-8
- By:
- Publication type:
- Article
On adaptive stratification.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 127, doi. 10.1007/s10479-009-0638-9
- By:
- Publication type:
- Article
Estimating change-points in biological sequences via the cross-entropy method.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 155, doi. 10.1007/s10479-010-0687-0
- By:
- Publication type:
- Article
Adaptive importance sampling for network growth models.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 187, doi. 10.1007/s10479-010-0685-2
- By:
- Publication type:
- Article
Preface.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 1, doi. 10.1007/s10479-010-0745-7
- By:
- Publication type:
- Article
State-dependent importance sampling for a slowdown tandem queue.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 299, doi. 10.1007/s10479-010-0823-x
- By:
- Publication type:
- Article
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 25, doi. 10.1007/s10479-011-0940-1
- By:
- Publication type:
- Article