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]

@article{Boer05:0,
  title = {Rare-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure Determined Using Cross-Entropy},
  author = {Pieter-Tjerk de Boer},
  year = {2005},
  doi = {10.1007/s10479-005-5725-y},
  url = {http://dx.doi.org/10.1007/s10479-005-5725-y},
  researchr = {https://researchr.org/publication/Boer05%3A0},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {134},
  number = {1},
  pages = {69-100},
}