no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
1 |
A combined splitting—cross entropy method for rare-event probability estimation of queueing networks
|
Garvels, M. J. J. |
|
2009 |
189 |
1 |
p. 167-185 |
article |
2 |
Adaptive importance sampling for network growth models
|
Guetz, Adam N. |
|
2010 |
189 |
1 |
p. 187-203 |
article |
3 |
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
|
Eshragh, Ali |
|
2009 |
189 |
1 |
p. 103-125 |
article |
4 |
An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach)
|
Ianovsky, Edward |
|
2009 |
189 |
1 |
p. 215-253 |
article |
5 |
Approximating zero-variance importance sampling in a reliability setting
|
L’Ecuyer, Pierre |
|
2009 |
189 |
1 |
p. 277-297 |
article |
6 |
Cooperative Cross-Entropy method for generating entangled networks
|
Hui, Kin-Ping |
|
2009 |
189 |
1 |
p. 205-214 |
article |
7 |
Efficient simulation of tail probabilities of sums of correlated lognormals
|
Asmussen, Søren |
|
2009 |
189 |
1 |
p. 5-23 |
article |
8 |
Estimating change-points in biological sequences via the cross-entropy method
|
Evans, G. E. |
|
2010 |
189 |
1 |
p. 155-165 |
article |
9 |
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
|
Onn, Shmuel |
|
2009 |
189 |
1 |
p. 331-342 |
article |
10 |
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
|
Kloeden, Peter E. |
|
2009 |
189 |
1 |
p. 255-276 |
article |
11 |
On adaptive stratification
|
Etore, Pierre |
|
2009 |
189 |
1 |
p. 127-154 |
article |
12 |
Preface
|
Kroese, Dirk |
|
2010 |
189 |
1 |
p. 1-3 |
article |
13 |
Randomized methods based on new Monte Carlo schemes for control and optimization
|
Polyak, Boris T. |
|
2009 |
189 |
1 |
p. 343-356 |
article |
14 |
Rare-event probability estimation with conditional Monte Carlo
|
Chan, Joshua C. C. |
|
2009 |
189 |
1 |
p. 43-61 |
article |
15 |
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology
|
Bendavid, Illana |
|
2011 |
189 |
1 |
p. 25-42 |
article |
16 |
State-dependent importance sampling for a slowdown tandem queue
|
Miretskiy, D. I. |
|
2011 |
189 |
1 |
p. 299-329 |
article |
17 |
State-dependent importance sampling schemes via minimum cross-entropy
|
Ridder, Ad |
|
2009 |
189 |
1 |
p. 357-388 |
article |
18 |
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
|
Dean, Thomas |
|
2009 |
189 |
1 |
p. 63-102 |
article |