Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models

DOI10.1016/0378-4754(91)90020-4zbMath0722.68103OpenAlexW2063141314MaRDI QIDQ756445

Reuven Y. Rubinstein

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

zbMATH Keywords

modified importance sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items

Sensitivity analysis and the ``what if problem in simulation analysis

Cites Work

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