Nearly optimal importance sampling for Monte Carlo simulation of loss systems

DOI10.1145/369534.369541zbMath1390.65004OpenAlexW1999063931MaRDI QIDQ4564799

Pasi Lassila, Jorma Virtamo

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/369534.369541

zbMATH Keywords

simulationimportance samplingMonte Carlo methodsloss systemvariance reduction

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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