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• W2063141314 abstract "We define modified importance sampling and discuss conditions under which variance reduction is possible relative to the Crude Monte Carlo method. Application of modified importance sampling to the “what if” problem and to sensitivity analysis of discrete-event systems are given. Numerical results are presented as well." @default.
• W2063141314 created "2016-06-24" @default.
• W2063141314 creator A5078659383 @default.
• W2063141314 date "1991-07-01" @default.
• W2063141314 modified "2023-09-27" @default.
• W2063141314 title "Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models" @default.
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• W2063141314 doi "https://doi.org/10.1016/0378-4754(91)90020-4" @default.
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