State-dependent importance sampling for rare-event...

Surveys in Operations Research and Management Science 2012 Vol. 17; Iss. 1

State-dependent importance sampling for rare-event simulation: An overview and recent advances

Jose Blanchet, Henry Lam
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Volume:
17
Year:
2012
Language:
english
DOI:
10.1016/j.sorms.2011.09.002
File:
PDF, 655 KB
english, 2012
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