Volume 189, Issue 1

Search all Annals of Operations Research articles

September 2011

Monte Carlo Methods for Simulation, Optimization, and Counting (in Honor of Reuven Rubinstein's 70th Birthday)

Issue Editors:

Dirk P. Kroese,
NAHUM SHIMKIN,
J. Kreimer,
SANDEEP JUNEJA

18 articles in this issue

Preface
Dirk Kroese
Nahum Shimkin
Sandeep Juneja
OriginalPaper 11 May 2010 Pages: 1 - 3
Efficient simulation of tail probabilities of sums of correlated lognormals
Søren Asmussen
José Blanchet
Leonardo Rojas-Nandayapa
OriginalPaper 28 October 2009 Pages: 5 - 23
Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology
Illana Bendavid
Boaz Golany
OriginalPaper 23 August 2011 Pages: 25 - 42
Rare-event probability estimation with conditional Monte Carlo
Joshua C. C. Chan
Dirk P. Kroese
OriginalPaper 24 March 2009 Pages: 43 - 61
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
Thomas Dean
Paul Dupuis
OriginalPaper 05 November 2009 Pages: 63 - 102
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
Ali Eshragh
Jerzy A. Filar
Michael Haythorpe
OriginalPaper 21 May 2009 Pages: 103 - 125
On adaptive stratification
Pierre Etore
Gersende Fort
Eric Moulines
OriginalPaper 21 November 2009 Pages: 127 - 154
Estimating change-points in biological sequences via the cross-entropy method
G. E. Evans
G. Y. Sofronov
D. P. Kroese
OriginalPaper 04 February 2010 Pages: 155 - 165
A combined splitting—cross entropy method for rare-event probability estimation of queueing networks
M. J. J. Garvels
OriginalPaper 27 August 2009 Pages: 167 - 185
Adaptive importance sampling for network growth models
Adam N. Guetz
Susan P. Holmes
OriginalPaper 06 March 2010 Pages: 187 - 203
Cooperative Cross-Entropy method for generating entangled networks
Kin-Ping Hui
OriginalPaper 21 July 2009 Pages: 205 - 214
An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach)
Edward Ianovsky
Joseph Kreimer
OriginalPaper 27 August 2009 Pages: 215 - 253
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Peter E. Kloeden
Andreas Neuenkirch
Raffaella Pavani
OriginalPaper 06 November 2009 Pages: 255 - 276
Approximating zero-variance importance sampling in a reliability setting
Pierre L’Ecuyer
Bruno Tuffin
OriginalPaper 04 March 2009 Pages: 277 - 297
State-dependent importance sampling for a slowdown tandem queue
D. I. Miretskiy
W. R. W. Scheinhardt
M. R. H. Mandjes
OriginalPaper 23 March 2011 Pages: 299 - 329
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
Shmuel Onn
Ishay Weissman
OriginalPaper 19 May 2009 Pages: 331 - 342
Randomized methods based on new Monte Carlo schemes for control and optimization
Boris T. Polyak
Elena N. Gryazina
OriginalPaper 15 July 2009 Pages: 343 - 356
State-dependent importance sampling schemes via minimum cross-entropy
Ad Ridder
Thomas Taimre
OriginalPaper Open access 27 August 2009 Pages: 357 - 388

Volume 189, Issue 1

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