On the benefits of Laplace samples in solving a rare event problem using cross-entropy method
2013 ◽
Vol 225
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pp. 843-859
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A combined splitting—cross entropy method for rare-event probability estimation of queueing networks
2009 ◽
Vol 189
(1)
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pp. 167-185
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Keyword(s):
2010 ◽
Vol 207
(3)
◽
pp. 1380-1397
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Keyword(s):
2005 ◽
Vol 7
(1)
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pp. 5-50
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Keyword(s):
2007 ◽
Vol 19
(3)
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pp. 381-394
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Keyword(s):
2018 ◽
Vol 6
(2)
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pp. 737-761
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Keyword(s):
2016 ◽
Vol 53
(3)
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pp. 633-649
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2021 ◽
pp. 1-14
Keyword(s):