Optimal Importance Sampling in Markov Process Simulation

Esa Hyytiä; Jorma T. Virtamo

Optimal Importance Sampling in Markov Process Simulation

Esa Hyytiä, Jorma T. Virtamo

Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific › peer-review

Original language	English
Title of host publication	Applied Simulation and Modelling, Marbella Spain, September 4-7,2001
Editors	M.H. Hamza
Pages	67-72
Publication status	Published - 2001
MoE publication type	A4 Conference publication

Keywords

Importance Sampling
Markov Process Simulation

Cite this

@inproceedings{919ee083936a49d5aaf34c1b21fcf992,

title = "Optimal Importance Sampling in Markov Process Simulation",

keywords = "Importance Sampling, Markov Process Simulation, Importance Sampling, Markov Process Simulation, Importance Sampling, Markov Process Simulation",

author = "Esa Hyyti{\"a} and Virtamo, {Jorma T.}",

year = "2001",

language = "English",

pages = "67--72",

editor = "M.H. Hamza",

booktitle = "Applied Simulation and Modelling, Marbella Spain, September 4-7,2001",

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AU - Hyytiä, Esa

AU - Virtamo, Jorma T.

PY - 2001

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KW - Markov Process Simulation

KW - Importance Sampling

KW - Markov Process Simulation

KW - Importance Sampling

KW - Markov Process Simulation

M3 - Conference article in proceedings

SP - 67

EP - 72

BT - Applied Simulation and Modelling, Marbella Spain, September 4-7,2001

A2 - Hamza, M.H.

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