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Nearly Optimal Importance Sampling for Monte Carlo Simulation of Loss Systems

    Research output: Contribution to journalArticleScientificpeer-review

    10 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

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