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Dirk P. Kroese · Study
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Author
Dirk P. Kroese
19 works
· latest 2025
· 3 institutions
cluster: provisional
ORCID 0000-0003-2281-9431
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18
Citations
6,790
Works here
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Most cited in this library
Simulation and the Monte Carlo Method
2016 · 3,356 citations
Simulation and the Monte Carlo Method
2007 · 2,454 citations
Improved algorithms for rare event simulation with heavy tails
2006 · 140 citations
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment
2005 · 128 citations
Efficient estimation of large portfolio loss probabilities in t-copula models
2010 · 79 citations
Works
19 shown
Decision-making under uncertainty: a multidisciplinary perspective
Annals of Operations Research
·
2025
·
5 authors
·
Open access
1
citations
Simulation and the Monte Carlo Method
Wiley series in probability and statistics
·
2016
·
2 authors
·
book
3,356
citations
Efficient estimation of large portfolio loss probabilities in t-copula models
European Journal of Operational Research
·
2010
·
2 authors
79
citations
Rare-event probability estimation with conditional Monte Carlo
Annals of Operations Research
·
2009
·
2 authors
43
citations
Simulation and the Monte Carlo Method
Wiley series in probability and statistics
·
2007
·
4 authors
·
book
72
citations
Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization
SIMULATION
·
2007
·
3 authors
48
citations
Simulation and the Monte Carlo Method
Wiley series in probability and statistics
·
2007
·
2 authors
·
book
2,454
citations
Improved algorithms for rare event simulation with heavy tails
Advances in Applied Probability
·
2006
·
2 authors
·
Open access
140
citations
HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
Stochastic Models
·
2005
·
3 authors
49
citations
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment
Annals of Operations Research
·
2005
·
4 authors
128
citations
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
The Annals of Applied Probability
·
2004
·
3 authors
·
Open access
71
citations
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
Management Science
·
2004
·
3 authors
·
Open access
56
citations
On the importance function in splitting simulation
European Transactions on Telecommunications
·
2002
·
3 authors
·
Open access
65
citations
Efficient simulation of a tandem Jackson network
ACM Transactions on Modeling and Computer Simulation
·
2002
·
2 authors
51
citations
Efficient estimation of overflow probabilities in queues with breakdowns
Performance Evaluation
·
1999
·
2 authors
20
citations
A comparison of RESTART implementations
NCSU Libraries Repository (North Carolina State University Libraries)
·
1998
·
2 authors
·
report
52
citations
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals
Mathematics of Operations Research
·
1996
·
2 authors
·
Open access
27
citations
Single-server queues with spatially distributed arrivals
Queueing Systems
·
1994
·
2 authors
·
Open access
28
citations
A Continuous Polling System with General Service Times
The Annals of Applied Probability
·
1992
·
2 authors
·
Open access
50
citations