Importance functions for restart simulation of general Jackson networks-Reference-Cited by-同舟云学术

Importance functions for restart simulation of general Jackson networks

Published:2010-05 Issue:1 Volume:203 Page:156-165
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Villén-Altamirano José

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference15 articles.

1. Exact solution for random walks on the triangular lattice with absorbing boundaries;Batchelor;Journal of Physics A: Mathematical and General,2002

2. Dean, T., Dupuis, P., 2009. The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation. Annals of Operation Research.

3. Importance sampling for Jackson networks;Dupuis;Queueing Systems: Theory and Applications,2009

4. On the importance function in splitting simulation;Garvels;European Transaction on Telecommunications,2002

5. Multilevel splitting for estimating rare event probabilities;Glasserman;Operation Research,1999

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4. Advanced RESTART method for the estimation of the probability of failure of highly reliable hybrid dynamic systems;Reliability Engineering & System Safety;2016-10

5. Rare event simulation of non-Markovian queueing networks using RESTART method;Simulation Modelling Practice and Theory;2013-09