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Pieter-Tjerk de Boer
Information about the author Pieter-Tjerk de Boer will soon be added to the site.
Found
3 papers
in total
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A tutorial in the cross-entropy method
2005
The cross-entropy (CE) method is a new generic approach to combinatorial and...
Rare-event simulation of non-Markovian queueing networks using a state-dependent change of measure determined using cross-entropy
2005
A method is described for the efficient estimation of small overflow probabilities in...
The remaining service time upon reaching a high level in M/G/1 queues
2001
The distribution of the remaining service time upon reaching some target level in an...
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