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

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

Research output: Contribution to journal › Article › Academic › peer-review

41 Citations (Scopus)

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41 Citations
1 Conference contribution

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2002

A fast cross-entropy method for estimating buffer overflows in queueing networks
de Boer, P. T., Kroese, D. P. & Rubinstein, R. Y., 2002, 4th Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems (RESIM/COP'02). Madrid, Spain, p. 1-15 15 p.
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review