Optimal importance sampling for Markovian systems

Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

Volumn 1, Issue , 1995, Pages 195-200

  Kuruganti, Indira ^a   Strickland, Stephen ^a  

^a UNIVERSITY OF VIRGINIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL METHODS; COMPUTER SIMULATION; ESTIMATION; HEURISTIC METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY; SAMPLING;

DISCRETE TIME MARKOVIAN CHAIN; INDICATOR FUNCTION; OPTIMAL IMPORTANCE SAMPLING; TRANSITION PROBABILITY MATRIX;

SYSTEMS ENGINEERING;

EID: 0029487791     PISSN: 08843627     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)