The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
Thomas Dean; Paul Dupuis
| Year of publication: |
2011
|
|---|---|
| Authors: | Dean, Thomas J. ; Dupuis, Paul |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 189.2011, p. 63-102
|
| Subject: | Simulation | Theorie | Theory | Algorithmus | Algorithm |
| 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/10009305733