Multilevel splitting for estimating rare event probabilities

Operations Research

Volumn 47, Issue 4, 1999, Pages 585-600

  Glasserman, Paul ^a   Heidelberger, Philip ^b   Shahabuddin, Perwez ^c   Zajic, Tim ^d  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^b IBM T J WATSON RESEARCH CENTER   (United States)

^c Columbia University ^*  (United States)

^d LOCKHEED MARTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; QUEUEING THEORY;

BRANCHING-PROCESS ANALYSIS; MULTILEVEL SPLITTING METHODS; QUEUEING MODELS;

OPERATIONS RESEARCH;

EID: 0032594134     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.47.4.585     Document Type: Article

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