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Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
7 references·3 citing·28 second hop
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems (1994)Bounded relative error in estimating tran…General conditions for bounded relative error in simulations of highly reliable Markovian systems (1996)General conditions for bounde…Fast simulation of rare events in queueing and reliability models (1995)Fast simulation of rare event…Optimally efficient estimation of the statistics of rare events in queueing networks (1991)Optimally efficient estimatio…Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue (1991)Large deviations theory and e…Importance Sampling for Stochastic Simulations (1989)Importance Sampling for Stoch…A quick simulation method for excessive backlogs in networks of queues (1989)A quick simulation method for…The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes (1984)The Randomization Technique a…Fast simulation of rare events in queueing and reliability models (2005)Fast simulation of rare event…Fast simulation of steady-state availability in non-Markovian highly dependable systems (2002)Fast simulation of steady-sta…Fast Simulation of Markov Chains with Small Transition Probabilities (2001)Fast Simulation of Markov Cha…Fundamentals of Queueing Theory. (1977)The Single Server Queue (1983)Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes (1984)Introduction to Stochastic Processes (2014)Performance analysis of time-dependent queueing systems: Survey and classification (2015)Staffing and scheduling under nonstationary demand for service: A literature review (2015)Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations (1975)Likelihood ratio gradient estimation for stochastic systems (1990)Gradient Estimation via Perturbation Analysis (1991)On the theory of queues with many servers (1955)Importance Sampling, Large Deviations, and Differential Games (2004)Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances (2006)A Guide to Simulation (1983)Applied Probability and Queues (1987)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Proceedings of the 2002 Winter Simulation Conference (2002)Importance Sampling for Portfolio Credit Risk (2005)Rare Event Simulation using Monte Carlo Methods (2009)Applied Probability and Queues (2003)Matrix-Geometric Solutions to Stochastic Models (1984)Matrix-geometric solutions in stochastic models (1985)Introduction to Queueing Networks (1987)Statistical optimization of dynamic importance sampling parameters for efficient simulation of communication networks (1993)Techniques for fast simulation of models of highly dependable systems (2001)Efficiency improvement and variance reduction (2005)Optimization of computer simulation models with rare events (1997)Quick simulation: a review of importance sampling techniques in communications systems (1997)Simulation-based optimization of Markov reward processes (2001)
this work references cited by second hop

References

  • 1989Importance Sampling for Stochastic Simulations635 cited
  • 1995Fast simulation of rare events in queueing and reliability models546 cited
  • 1984The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes437 cited
  • 1989A quick simulation method for excessive backlogs in networks of queues269 cited
  • 1991Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue143 cited
  • 1991Optimally efficient estimation of the statistics of rare events in queueing networks77 cited
  • 1996General conditions for bounded relative error in simulations of highly reliable Markovian systems60 cited

Cited by

  • 2001Fast Simulation of Markov Chains with Small Transition Probabilities46 cited
  • 2005Fast simulation of rare events in queueing and reliability models41 cited
  • 2002Fast simulation of steady-state availability in non-Markovian highly dependable systems41 cited

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