Rare event probabilities in stochastic networks

DOI10.1007/s10100-008-0068-9zbMath1165.90362OpenAlexW1981604164MaRDI QIDQ1022403

Ashraf A. Gouda, Tamás Szántai

Publication date: 22 June 2009

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-008-0068-9

zbMATH Keywords

shortest pathimportance samplingrare eventscross entropyexponential and beta distribution

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

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