Dynamic importance sampling for queueing networks
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Publication:2467605
DOI10.1214/105051607000000122zbMath1144.60022arXiv0710.4389OpenAlexW3100817765MaRDI QIDQ2467605
Hui Wang, Paul Dupuis, Ali Devin Sezer
Publication date: 28 January 2008
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.4389
Monte Carlo methods (65C05) Applications of optimal control and differential games (49N90) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10)
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