Optimal splitting for rare-event simulation

Optimal splitting for rare-event simulation

Shortle, John F., Chen, Chun-Hung, Crain, Ben, Brodsky, Alexander, Brod, Daniel
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Volume:
44
Language:
english
Journal:
IIE Transactions
DOI:
10.1080/0740817X.2011.596507
Date:
May, 2012
File:
PDF, 642 KB
english, 2012
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