Title :
Importance sampling for markov chains: computing variance and determining optimal measures
Author_Institution :
University of Virginia
Keywords :
Costs; Heuristic algorithms; Life estimation; Lifetime estimation; Monte Carlo methods; Queueing analysis; Reliability theory; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Simulation Conference, 1996. Proceedings. Winter
Print_ISBN :
0-7803-3383-7
DOI :
10.1109/WSC.1996.873289
