Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy

Pieter-Tjerk de Boer. Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy. Annals OR, 134(1):69-100, 2005. [doi]

Abstract

Abstract is missing.