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Management Science

Volumn 47, Issue 4, 2001, Pages 547-562

Fast simulation of Markov chains with small transition probabilities

(2) Juneja, Sandeep a,b Shahabuddin, Perwez a,b

a INDIAN INSTITUTE OF TECHNOLOGY DELHI (India)

b Howard Hughes Medical Institute (United States)

Author keywords

Importance Sampling; Markov Chains; Reliability Models; Simulation; Steady State Measures

Indexed keywords

COMPUTER SIMULATION; PROBABILITY; QUEUEING NETWORKS; RELIABILITY THEORY; SAMPLING;

RELIABILITY MODELS;

MARKOV PROCESSES;

EID: 0035322354 PISSN: 00251909 EISSN: None Source Type: Journal
DOI: 10.1287/mnsc.47.4.547.9827 Document Type: Article

Times cited : (38)

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