Optimal Importance Sampling in Markov Process Simulation

Esa Hyytiä, Jorma T. Virtamo

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationApplied Simulation and Modelling, Marbella Spain, September 4-7,2001
EditorsM.H. Hamza
Pages67-72
Publication statusPublished - 2001
MoE publication typeA4 Article in a conference publication

Keywords

  • Importance Sampling
  • Markov Process Simulation

Cite this