Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
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Publication:756445
DOI10.1016/0378-4754(91)90020-4zbMath0722.68103OpenAlexW2063141314MaRDI QIDQ756445
Publication date: 1991
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-4754(91)90020-4
Monte Carlo methods (65C05) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
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- The score function approach for sensitivity analysis of computer simulation models
- A central-limit-theorem version of \(L=\lambda W\)
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- The Monte Carlo method
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- Planning Queueing Simulations
- Weighted Uniform Sampling — a Monte Carlo Technique for Reducing Variance
- Indirect Estimation Via L = λW
