Optimization of computer simulation models with rare events

Applied Probability and Queues.

Upendra Dave, Søren Asmussen · Journal of the Operational Research Society · 1987 · 2.7K citations

Second Edition, Renewal Theory, Engineering +14

Acceleration of Stochastic Approximation by Averaging

B. T. Polyak, Anatoli Juditsky · SIAM Journal on Control and Optimization · 1992 · 1.8K citations

Mathematical Programming, Classical Optimization, Engineering +12

Fast simulation of rare events in queueing and reliability models

Philip Heidelberger · ACM Transactions on Modeling and Computer Simulation · 1995 · 561 citations · Full text

Engineering, Rare Event Estimation, Simulation +17

stochastic quasigradient methods and their application to system optimization^†

Yuri Ermoliev · Stochastics · 1983 · 282 citations

Mathematical Programming, Engineering, Stochastic Quasigradient Methods +14

A quick simulation method for excessive backlogs in networks of queues

Shyam Parekh, Jean Walrand · IEEE Transactions on Automatic Control · 1989 · 279 citations

Engineering, Network Analysis, Excessive Backlogs +23