Ordinal optimization approach to rare event probability problems

This publication has 9 references indexed in Scilit:

• Uniformization and exponential transformation: Techniques for fast simulation of highly dependable non-Markovian systems
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2003
• Fast simulation of Markovian reliability/availability models with general repair policies
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2003
• Fast simulation of dependability models with general failure, repair and maintenance processes
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2002
• Effect of correlated estimation errors in ordinal optimization
  Published by Association for Computing Machinery (ACM) ,1992
• Simultaneous and efficient simulation of highly dependable systems with different underlying distributions
  Published by Association for Computing Machinery (ACM) ,1992
• Optimally efficient estimation of the statistics of rare events in queueing networks
  IEEE Transactions on Automatic Control, 1991
• Perturbation Analysis of Discrete Event Dynamic Systems
  Published by Springer Nature ,1991
• Importance Sampling for Stochastic Simulations
  Management Science, 1989
• A quick simulation method for excessive backlogs in networks of queues
  IEEE Transactions on Automatic Control, 1989