Optimal splitting for rare-event simulation

IIE Transactions (Institute of Industrial Engineers)

Volumn 44, Issue 5, 2012, Pages 352-367

  Shortle, John F ^a,b   Chen, Chun Hung ^a   Crain, Ben ^a   Brodsky, Alexander ^b   Brod, Daniel ^c  

^a Department of Systems Engineering and Operations Research ^*  (United States)

^b Krasnow Institute for Advanced Study   (United States)

^c DecisionTek   (United States)

Author keywords

comparison of designs; Rare event simulation; splitting

Indexed keywords

COMPUTING BUDGET; ENGINEERING SYSTEMS; ESTIMATION VARIANCE; NUMERICAL EXPERIMENTS; OPTIMAL SOLUTIONS; OPTIMIZATION PROBLEMS; RARE EVENT; RARE EVENT SIMULATION; SIMULATION REPLICATION; SPLITTING; SPLITTING METHOD; THEORETICAL RESULT; VARIANCE REDUCTION TECHNIQUES;

DESIGN; OPTIMIZATION;

ESTIMATION;

EID: 84863249086     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/0740817X.2011.596507     Document Type: Article

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