The cross-entropy method with patching for rare-event simulation of large Markov chains
Bahar Kaynar; Ad Ridder
| Year of publication: |
2010
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|---|---|
| Authors: | Kaynar, Bahar ; Ridder, Ad |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 207.2010, 3 (16.12.), p. 1380-1397
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| Subject: | Entropie | Entropy | Markov-Kette | Markov chain | Zustandsraummodell | State space model | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008702187