The Splitting Method for Decision Making

DOI10.1080/03610918.2012.625339zbMath1260.65054OpenAlexW2025283494MaRDI QIDQ4905890

Radislav Vaisman, Andrey Dolgin, Reuven Y. Rubinstein

Publication date: 21 February 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.625339

zbMATH Keywords

algorithmnumerical exampledecision makingcombinatorial optimizationsplittingcountingGibbs samplercross-entropyinteger programrare-eventcapture-recapture method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Integer programming (90C10) Management decision making, including multiple objectives (90B50) Combinatorial optimization (90C27)

Related Items (4)

Sequential Monte Carlo for counting vertex covers in general graphs ⋮ Model Counting of Monotone Conjunctive Normal Form Formulas with Spectra ⋮ Stochastic enumeration method for counting trees ⋮ Rare event simulation and splitting for discontinuous random variables

Cites Work

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• A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
• The Gibbs cloner for combinatorial optimization, counting and sampling
• The cross-entropy method for combinatorial and continuous optimization
• Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
• Stochastic simulation: Algorithms and analysis
• Rare events, splitting, and quasi-Monte Carlo
• Simulation and the Monte Carlo Method

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