Improving Adaptive Importance Sampling Simulation of Markovian Queueing Models using Non-parametric Smoothing

Edwin Woudt, Pieter-Tjerk de Boer, Jan-Kees C. W. van Ommeren. Improving Adaptive Importance Sampling Simulation of Markovian Queueing Models using Non-parametric Smoothing. Simulation, 83(12):811-820, 2007. [doi]

Abstract

Abstract is missing.