Rare event probabilities in stochastic networks
Year of publication: |
2008
|
---|---|
Authors: | Gouda, A. ; Szántai, T. |
Published in: |
Central European Journal of Operations Research. - Springer. - Vol. 16.2008, 4, p. 441-461
|
Publisher: |
Springer |
Subject: | Cross entropy | Importance sampling | Rare events | Shortest path | Exponential and beta distribution |
-
Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca, (2018)
-
Importance Sampling Simulations of Markovian Reliability Systems using Cross Entropy
Ridder, Ad, (2004)
-
The Cross-Entropy Method With Patching For Rare-Event Simulation Of Large Markov Chains
Kaynar, Bahar, (2009)
- More ...
-
Rare event probabilities in stochastic networks
Gouda, A. A., (2008)
-
On optimal regulation of a storage level with application of a lake
Prékopa, A., (1979)
-
On optimal regulation of a storage level with application to the water level regulation of a lake
Prékopa, A., (1977)
- More ...