Importance functions for restart simulation of general Jackson networks
نویسندگان
چکیده
منابع مشابه
Importance functions for restart simulation of general Jackson networks
RESTART is an accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of the rare event is higher. These regions are defined by means of a function of the system state called the importance function. Guidelines for obt...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2010
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2009.07.013