Efficient rare event simulation for heavy-tailed systems via cross entropy
Jose Blanchet; Yixi Shi
| Year of publication: |
2013
|
|---|---|
| Authors: | Blanchet, Jose ; Shi, Yixi |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 3, p. 271-276
|
| Subject: | Entropie | Entropy | Simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009757335