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Optimization of computer simulation models with rare events

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  • Rubinstein, Reuven Y.

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  • Rubinstein, Reuven Y., 1997. "Optimization of computer simulation models with rare events," European Journal of Operational Research, Elsevier, vol. 99(1), pages 89-112, May.
    • Handle: RePEc:eee:ejores:v:99:y:1997:i:1:p:89-112
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    References listed on IDEAS

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    1. Alexander Shapiro, 1993. "Asymptotic Behavior of Optimal Solutions in Stochastic Programming," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 829-845, November.
    2. Pierre L'Ecuyer & Peter W. Glynn, 1994. "Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State," Management Science, INFORMS, vol. 40(11), pages 1562-1578, November.
    3. Pierre L'Ecuyer & Nataly Giroux & Peter W. Glynn, 1994. "Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State," Management Science, INFORMS, vol. 40(10), pages 1245-1261, October.
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