Kroese Dirk P.

Dirk P. Kroese

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Found 6 papers in total
A fast cross-entropy method for estimating buffer overflows in queueing networks
A fast cross-entropy method for estimating buffer overflows in queueing networks
2004
In this paper, we propose a fast adaptive importance sampling method for the efficient...
The cross-entropy method for network reliability estimation
The cross-entropy method for network reliability estimation
2005
Consider a network of unreliable links, modelling for example a communication network....
A tutorial in the cross-entropy method
A tutorial in the cross-entropy method
2005
The cross-entropy (CE) method is a new generic approach to combinatorial and...
Joint distributions for interacting fluid queues
Joint distributions for interacting fluid queues
2001
Motivated by recent traffic control models in asynchronous transfer mode systems, we...
A simulated annealing algorithm for finding consensus sequences
A simulated annealing algorithm for finding consensus sequences
2002
Motivation: A consensus sequence for a family of related sequences is, as the name...
Heavy traffic analysis for continuous polling models
Heavy traffic analysis for continuous polling models
1997
We consider a continuous polling system in heavy traffic. Using the relationship...
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