Work

Rare event simulation in stochastic models

Year: 1995

Type: conference-paper

Abstract: We review fast simulation techniques used for estimating probabilities of rare events and related quantities in different types of stochastic models.

Source: Winter Simulation Conference

DOI: 10.1145/224401.224460

Author: Perwez Shahabuddin

Institution: Columbia University

Language: English

Topic: Simulation Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2128258795

FWCI: 3.438

Cites: 45

Cited by: 36

Related to: 10