Importance Sampling Simulations of Markovian Reliability Systems Using Cross-Entropy
暂无分享,去创建一个
[1] Stephen S. Lavenberg,et al. Modeling and Analysis of Computer System Availability , 1987, Computer Performance and Reliability.
[2] Kishor S. Trivedi,et al. Probabilistic modeling of computer system availability , 1987 .
[3] Philip Heidelberger,et al. A Unified Framework for Simulating Markovian Models of Highly Dependable Systems , 1992, IEEE Trans. Computers.
[4] Reuven Y. Rubinstein,et al. Steady State Rare Events Simulation in Queueing Models and its Complexity Properties , 1994 .
[5] Perwez Shahabuddin,et al. Importance sampling for the simulation of highly reliable Markovian systems , 1994 .
[6] Perwez Shahabuddin,et al. Fast Transient Simulation of Markovian Models of Highly Dependable Systems , 1994, Perform. Evaluation.
[7] Philip Heidelberger,et al. Fast simulation of rare events in queueing and reliability models , 1993, TOMC.
[8] J. F. Meyer,et al. Probabilistic modeling , 1995 .
[9] Kishor S. Trivedi,et al. THE SYSTEM AVAILABILITY ESTIMATOR , 1996 .
[10] Reuven Y. Rubinstein,et al. Optimization of computer simulation models with rare events , 1997 .
[11] R. Rubinstein. The Cross-Entropy Method for Combinatorial and Continuous Optimization , 1999 .
[12] R. Y. Rubinstein,et al. A fast Monte Carlo method for evaluating reliability indexes , 1999 .
[13] V.F. Nicola,et al. Adaptive importance sampling simulation of queueing networks , 2000, 2000 Winter Simulation Conference Proceedings (Cat. No.00CH37165).
[14] Sandeep Juneja,et al. Fast Simulation of Markov Chains with Small Transition Probabilities , 2001, Manag. Sci..
[15] Sandeep Juneja,et al. Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies , 2001, IEEE Trans. Reliab..
[16] Reuven Y. Rubinstein,et al. Rare event estimation for static models via cross-entropy and importance sampling , 2003 .
[17] Dirk P. Kroese,et al. A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks , 2004, Manag. Sci..
[18] Dirk P. Kroese,et al. Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment , 2005, Ann. Oper. Res..
[19] Miro Kraetzl,et al. The Cross-Entropy Method for Network Reliability Estimation , 2005, Ann. Oper. Res..