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Descripción
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| The method RESTART is an efficient simulation technique for accelerating the estimation of very low probabilities. 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. The main concern for the application of the method is to obtain an appropriate importance function to define the regions. In this paper we use efficient importance functions for large Jackson networks and will be studied if they can be used when the inter arrival or service times are not exponentially distributed. | |
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Internacional
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Si |
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Nombre congreso
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22nd European Conference on Operational Research (EURO XXII) |
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Tipo de participación
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960 |
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Lugar del congreso
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Praga, República Checa |
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Revisores
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Si |
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ISBN o ISSN
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-- |
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DOI
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Fecha inicio congreso
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08/07/2007 |
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Fecha fin congreso
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11/07/2007 |
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