A fast cross-entropy method for estimating buffer overflows in queueing networks

P.T. de Boer; D.P. Kroese; R.Y. Rubinstein

A fast cross-entropy method for estimating buffer overflows in queueing networks

P.T. de Boer, D.P. Kroese, R.Y. Rubinstein

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems (RESIM/COP'02)
Place of Publication	Madrid, Spain
Pages	1-15
Number of pages	15
Publication status	Published - 2002
Event	4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems, RESIM/COP 2002 - Madrid, Spain Duration: 11 Apr 2002 → 12 Apr 2002 Conference number: 4

Conference

Conference	4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems, RESIM/COP 2002
Abbreviated title	RESIM/COP
Country/Territory	Spain
City	Madrid
Period	11/04/02 → 12/04/02

1 Article

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks
de Boer, P. T., Kroese, D. P. & Rubinstein, R. Y., Jul 2004, In: Management science. 50, 7, p. 883-895 13 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
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Cite this

@inproceedings{cf09d607fad54aaaa9854769101e9528,

title = "A fast cross-entropy method for estimating buffer overflows in queueing networks",

author = "{de Boer}, P.T. and D.P. Kroese and R.Y. Rubinstein",

year = "2002",

language = "English",

pages = "1--15",

booktitle = "4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems (RESIM/COP'02)",

note = "4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems, RESIM/COP 2002, RESIM/COP ; Conference date: 11-04-2002 Through 12-04-2002",

}

de Boer, PT, Kroese, DP & Rubinstein, RY 2002, A fast cross-entropy method for estimating buffer overflows in queueing networks. in 4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems (RESIM/COP'02). Madrid, Spain, pp. 1-15, 4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems, RESIM/COP 2002, Madrid, Spain, 11/04/02.

A fast cross-entropy method for estimating buffer overflows in queueing networks. / de Boer, P.T.; Kroese, D.P.; Rubinstein, R.Y.
4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems (RESIM/COP'02). Madrid, Spain, 2002. p. 1-15.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - A fast cross-entropy method for estimating buffer overflows in queueing networks

AU - de Boer, P.T.

AU - Kroese, D.P.

AU - Rubinstein, R.Y.

N1 - Conference code: 4

PY - 2002

Y1 - 2002

M3 - Conference contribution

SP - 1

EP - 15

BT - 4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems (RESIM/COP'02)

CY - Madrid, Spain

T2 - 4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems, RESIM/COP 2002

Y2 - 11 April 2002 through 12 April 2002

ER -

A fast cross-entropy method for estimating buffer overflows in queueing networks

Conference

Research output

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks

Cite this