Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

Pasi Lassila, J.T. Virtamo

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)
Original languageEnglish
Pages (from-to)326-347
JournalACM Transactions on Modeling and Computer Simulation
Volume10
Issue number4
Publication statusPublished - 2000
MoE publication typeA1 Journal article-refereed

Keywords

  • Importance sampling
  • loss system
  • Monte Carlo methods
  • simulation
  • variance reduction

Cite this