A Monte Carlo Technique with Quasirandom Points for the Stochastic Shortest Path Problem

DOI10.1080/01966324.1987.10737225zbMath0717.60106OpenAlexW2010300520WikidataQ58117008 ScholiaQ58117008MaRDI QIDQ5748713

Veena G. Adlakha

Publication date: 1987

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1987.10737225

zbMATH Keywords

shortest pathvariance reductionstochastic activity networksquasirandom points

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (1)

Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization

Cites Work

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• The use of cutsets in Monte Carlo analysis of stochastic networks
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Technical Note—An Improved Implementation of Conditional Monte Carlo Estimation of Path Lengths in Stochastic Networks
• Note—An Improved Conditional Monte Carlo Technique for the Stochastic Shortest Path Problem
• Estimating Network Characteristics in Stochastic Activity Networks
• Shortest paths in networks with exponentially distributed arc lengths
• The Stochastic Shortest Route Problem
• Quasi-Monte Carlo methods and pseudo-random numbers
• Shortest Paths in Probabilistic Graphs
• Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis

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