"The cross-entropy method with patching for rare-event simulation of large ..."

Bahar Kaynar, Ad Ridder (2010)

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DOI: 10.1016/J.EJOR.2010.07.002

access: closed

type: Journal Article

metadata version: 2020-02-21

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Bahar Kaynar, Ad Ridder:
The cross-entropy method with patching for rare-event simulation of large Markov chains. Eur. J. Oper. Res. 207(3): 1380-1397 (2010)

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