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
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2011 AND VI 189 AND IP 1
Results: 18
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2
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
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- Article
3
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 331, doi. 10.1007/s10479-009-0567-7
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- Article
4
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 103, doi. 10.1007/s10479-009-0565-9
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- Publication type:
- Article
5
Randomized methods based on new Monte Carlo schemes for control and optimization.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 343, doi. 10.1007/s10479-009-0585-5
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- Publication type:
- Article
6
Cooperative Cross-Entropy method for generating entangled networks.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 205, doi. 10.1007/s10479-009-0589-1
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- Publication type:
- Article
7
State-dependent importance sampling schemes via minimum cross-entropy.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 357, doi. 10.1007/s10479-009-0611-7
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- Publication type:
- Article
8
A combined splitting-cross entropy method for rare-event probability estimation of queueing networks.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 167, doi. 10.1007/s10479-009-0608-2
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- Article
9
An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach).
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 215, doi. 10.1007/s10479-009-0609-1
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- Publication type:
- Article
10
Efficient simulation of tail probabilities of sums of correlated lognormals.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 5, doi. 10.1007/s10479-009-0658-5
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- Publication type:
- Article
11
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 63, doi. 10.1007/s10479-009-0664-7
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- Publication type:
- Article
12
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 255, doi. 10.1007/s10479-009-0663-8
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- Publication type:
- Article
13
On adaptive stratification.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 127, doi. 10.1007/s10479-009-0638-9
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- Article
14
Estimating change-points in biological sequences via the cross-entropy method.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 155, doi. 10.1007/s10479-010-0687-0
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15
Preface.
- Published in:
- Annals of Operations Research, 2011, v. 189, n. 1, p. 1, doi. 10.1007/s10479-010-0745-7
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- Publication type:
- Article
16
State-dependent importance sampling for a slowdown tandem queue.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 299, doi. 10.1007/s10479-010-0823-x
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- Publication type:
- Article
17
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 25, doi. 10.1007/s10479-011-0940-1
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- Publication type:
- Article
18
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
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- Publication type:
- Article