Importance sampling for stochastic simulations
Management Science
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare-event simulation for multistage production-inventory systems
Management Science
Fast Simulation of Markov Chains with Small Transition Probabilities
Management Science
Fast Simulation of Unavailability of a Repairable System with a Bounded Relative Error of Estimate
Cybernetics and Systems Analysis
Fast Simulation of Unavailability of a Repairable System with a Bounded Relative Error of Estimate
Cybernetics and Systems Analysis
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A new fast simulation method is proposed for evaluation of unavailability of a repairable system. Its idea is to order failure trajectories according to their ranks that promotes rational experiment organization. The estimates are unbiased and possess a bounded coefficient of variation. A numerical example is considered.