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Polynomial Time Algorithms for Estimation of Rare Events in Queueing Models

Author

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  • Kriman, V.

    (Tilburg University, Center For Economic Research)

  • Rubinstein, R.Y.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Kriman, V. & Rubinstein, R.Y., 1995. "Polynomial Time Algorithms for Estimation of Rare Events in Queueing Models," Discussion Paper 1995-12, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:bb044e22-c7f1-41f2-b4d9-2d5f820347d5
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/520706/12.pdf
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    References listed on IDEAS

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    1. Peter W. Glynn & Donald L. Iglehart, 1989. "Importance Sampling for Stochastic Simulations," Management Science, INFORMS, vol. 35(11), pages 1367-1392, November.
    2. Benjamin Melamed, 1991. "TES: A Class of Methods for Generating Autocorrelated Uniform Variates," INFORMS Journal on Computing, INFORMS, vol. 3(4), pages 317-329, November.
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    Cited by:

    1. Søren Asmussen & Reuven Y. Rubinstein, 1999. "Sensitivity Analysis of Insurance Risk Models via Simulation," Management Science, INFORMS, vol. 45(8), pages 1125-1141, August.

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