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ORCIDAnnals of Operations Research, Volume 189
Volume 189, Number 1, September 2011
- Dirk P. Kroese
, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja:
Preface. 1-3 - Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa:
Efficient simulation of tail probabilities of sums of correlated lognormals. 5-23 - Illana Bendavid, Boaz Golany:
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology. 25-42 - Joshua C. C. Chan, Dirk P. Kroese:
Rare-event probability estimation with conditional Monte Carlo. 43-61 - Thomas Dean, Paul Dupuis:
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation. 63-102 - Ali Eshragh, Jerzy A. Filar, Michael Haythorpe:
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem. 103-125 - Pierre Etoré, Gersende Fort, Benjamin Jourdain, Eric Moulines:
On adaptive stratification. 127-154 - Gareth E. Evans, George Y. Sofronov, Jonathan M. Keith, Dirk P. Kroese:
Estimating change-points in biological sequences via the cross-entropy method. 155-165 - Marnix J. J. Garvels:
A combined splitting - cross entropy method for rare-event probability estimation of queueing networks. 167-185 - Adam Guetz, Susan P. Holmes:
Adaptive importance sampling for network growth models. 187-203 - Kin-Ping Hui:
Cooperative Cross-Entropy method for generating entangled networks. 205-214 - Edward Ianovsky, Joseph Kreimer:
An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach). 215-253 - Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani:
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. 255-276 - Pierre L'Ecuyer, Bruno Tuffin:
Approximating zero-variance importance sampling in a reliability setting. 277-297 - Denis I. Miretskiy, Werner R. W. Scheinhardt, M. R. H. Mandjes:
State-dependent importance sampling for a slowdown tandem queue. 299-329 - Shmuel Onn, Ishay Weissman:
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes. 331-342 - Boris T. Polyak, Elena N. Gryazina:
Randomized methods based on new Monte Carlo schemes for control and optimization. 343-356 - Ad Ridder, Thomas Taimre:
State-dependent importance sampling schemes via minimum cross-entropy. 357-388
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