The cross-entropy method with patching for rare-event simulation of large Markov chains (Q613460)
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scientific article; zbMATH DE number 5828256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The cross-entropy method with patching for rare-event simulation of large Markov chains |
scientific article; zbMATH DE number 5828256 |
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The cross-entropy method with patching for rare-event simulation of large Markov chains (English)
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20 December 2010
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cross-entropy
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rare events
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importance sampling
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large-scale Markov chains
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numerical examples
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Markovian reliability models
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Jackson networks
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algorithm
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queueing models
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