Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy

Author: de Boer Pieter-Tjerk  

Publisher: Springer Publishing Company

ISSN: 0254-5330

Source: Annals of Operations Research, Vol.134, Iss.1, 2005-02, pp. : 69-100

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Abstract