{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,4,26]],"date-time":"2024-04-26T13:11:07Z","timestamp":1714137067411},"reference-count":28,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2009,11,5]],"date-time":"2009-11-05T00:00:00Z","timestamp":1257379200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2011,9]]},"DOI":"10.1007\/s10479-009-0664-7","type":"journal-article","created":{"date-parts":[[2009,11,3]],"date-time":"2009-11-03T20:33:23Z","timestamp":1257280403000},"page":"63-102","source":"Crossref","is-referenced-by-count":16,"title":["The design and analysis of a generalized RESTART\/DPR algorithm for rare event simulation"],"prefix":"10.1007","volume":"189","author":[{"given":"Thomas","family":"Dean","sequence":"first","affiliation":[]},{"given":"Paul","family":"Dupuis","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2009,11,5]]},"reference":[{"key":"664_CR1","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-69033-9","volume-title":"Stochastic simulation: algorithms and analysis","author":"S. Asmussen","year":"2007","unstructured":"Asmussen, S., & Glynn, P. (2007). Stochastic simulation: algorithms and analysis. New York: Springer."},{"key":"664_CR2","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-8176-4755-1","volume-title":"Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations","author":"M. Bardi","year":"1997","unstructured":"Bardi, M., & Capuzzo-Dolcetta, I. (1997). Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations. Boston: Birkh\u00e4user."},{"key":"664_CR3","doi-asserted-by":"crossref","first-page":"343","DOI":"10.1515\/mcma.2002.8.4.343","volume":"8","author":"D. Crisan","year":"2002","unstructured":"Crisan, D., & Lyons, T. (2002). Minimal entropy approximations and optimal algorithms for the filtering problem. Monte Carlo Methods and Applications, 8, 343\u2013356.","journal-title":"Monte Carlo Methods and Applications"},{"key":"664_CR4","unstructured":"Dean, T. (2008). A subsolutions approach to the analysis and implementation of splitting algorithms in rare event simulation. PhD Thesis, Brown University."},{"issue":"2","key":"664_CR5","doi-asserted-by":"crossref","first-page":"562","DOI":"10.1016\/j.spa.2008.02.017","volume":"119","author":"T. Dean","year":"2009","unstructured":"Dean, T., & Dupuis, P. (2009). Splitting for rare event simulation: A large deviation approach to design and analysis. Stochastic Processes and Their Applications, 119(2), 562\u2013587.","journal-title":"Stochastic Processes and Their Applications"},{"key":"664_CR6","doi-asserted-by":"crossref","DOI":"10.1002\/9781118165904","volume-title":"A weak convergence approach to the theory of large deviations","author":"P. Dupuis","year":"1997","unstructured":"Dupuis, P., & Ellis, R. (1997). A weak convergence approach to the theory of large deviations. New York: Wiley."},{"key":"664_CR7","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1287\/moor.1060.0231","volume":"32","author":"P. Dupuis","year":"2007","unstructured":"Dupuis, P., & Wang, H. (2007). Subsolutions of an Isaacs equation and efficient schemes for importance sampling. Mathematics of Operations Research, 32, 1\u201335.","journal-title":"Mathematics of Operations Research"},{"key":"664_CR8","unstructured":"Dupuis, P., & Wang, H. (2008). Importance sampling for Jackson networks. Preprint."},{"key":"664_CR9","doi-asserted-by":"crossref","first-page":"226","DOI":"10.1214\/aop\/1176990947","volume":"18","author":"P. Dupuis","year":"1990","unstructured":"Dupuis, P., Ishii, H., & Soner, H. M. (1990). A viscosity solution approach to the asymptotic analysis of queueing systems. Annals Probability, 18, 226\u2013255.","journal-title":"Annals Probability"},{"key":"664_CR10","doi-asserted-by":"crossref","first-page":"1306","DOI":"10.1214\/105051607000000122","volume":"17","author":"P. Dupuis","year":"2007","unstructured":"Dupuis, P., Sezer, A., & Wang, H. (2007). Dynamic importance sampling for queueing networks. Annals Applied Probability, 17, 1306\u20131346.","journal-title":"Annals Applied Probability"},{"key":"664_CR11","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4684-0176-9","volume-title":"Random perturbations of dynamical systems","author":"M. I. Freidlin","year":"1984","unstructured":"Freidlin, M. I., & Wentzell, A. D. (1984). Random perturbations of dynamical systems. New York: Springer."},{"key":"664_CR12","volume-title":"Introduction to queueing networks","author":"E. Gelenbe","year":"1987","unstructured":"Gelenbe, E., & Pujolle, G. (1987). Introduction to queueing networks. New York: Wiley."},{"key":"664_CR13","volume-title":"Markov chain Monte Carlo in practice","year":"1996","unstructured":"Gilks, W. R., Richardson, S., & Spiegelhalter, D. J. (Eds.) (1996). Markov chain Monte Carlo in practice. London: Chapman & Hall."},{"key":"664_CR14","doi-asserted-by":"crossref","first-page":"1666","DOI":"10.1109\/9.736061","volume":"43","author":"P. Glasserman","year":"1998","unstructured":"Glasserman, P., Heidelberger, P., Shahabuddin, P., & Zajic, T. (1998). A large deviations perspective on the efficiency of multilevel splitting. IEEE Transaction Automatic Control, 43, 1666\u20131679.","journal-title":"IEEE Transaction Automatic Control"},{"key":"664_CR15","doi-asserted-by":"crossref","first-page":"585","DOI":"10.1287\/opre.47.4.585","volume":"47","author":"P. Glasserman","year":"1999","unstructured":"Glasserman, P., Heidelberger, P., Shahabuddin, P., & Zajic, T. (1999). Multilevel splitting for estimating rare event probabilities. Operational Research, 47, 585\u2013600.","journal-title":"Operational Research"},{"key":"664_CR16","doi-asserted-by":"crossref","unstructured":"Haraszti, Z., & Townsend, J. K. (1998). The theory of direct probability redistribution and its application to rare event simulation. In Proc. of the IEEE international conference on communications 1998 (pp. 1443\u20131450).","DOI":"10.1109\/ICC.1998.683065"},{"key":"664_CR17","doi-asserted-by":"crossref","first-page":"105","DOI":"10.1145\/333296.333349","volume":"9","author":"Z. Haraszti","year":"1999","unstructured":"Haraszti, Z., & Townsend, J. K. (1999). The theory of direct probability redistribution and its application to rare event simulation. ACM Transactions on Modelling and Computer Simulation, 9, 105\u2013140.","journal-title":"ACM Transactions on Modelling and Computer Simulation"},{"issue":"2","key":"664_CR18","doi-asserted-by":"crossref","first-page":"Article\u00a09","DOI":"10.1145\/1225275.1225280","volume":"17","author":"P. L\u2019Ecuyer","year":"2007","unstructured":"L\u2019Ecuyer, P., Demers, V., & Tuffin, B. (2007). Rare events, splitting and quasi-Monte Carlo. ACM Transactions on Modeling and Computer Simulation (TOMACS), 17(2), Article\u00a09.","journal-title":"ACM Transactions on Modeling and Computer Simulation (TOMACS)"},{"key":"664_CR19","volume-title":"Lectures on Monte Carlo methods","author":"N. Madras","year":"2002","unstructured":"Madras, N. (2002). Lectures on Monte Carlo methods. Providence: American Mathematical Society."},{"key":"664_CR20","volume-title":"Markov chains and stochastic stability","author":"S. P. Meyn","year":"1994","unstructured":"Meyn, S. P., & Tweedie, R. L. (1994). Markov chains and stochastic stability. Berlin: Springer."},{"key":"664_CR21","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1093\/biomet\/62.1.1","volume":"62","author":"P. Moran","year":"1975","unstructured":"Moran, P. (1975). The estimation of standard errors in Monte Carlo simulation experiments. Biometrika, 62, 1\u20134.","journal-title":"Biometrika"},{"key":"664_CR22","volume-title":"Markov chains","author":"J. R. Norris","year":"1998","unstructured":"Norris, J. R. (1998). Markov chains. Cambridge: Cambridge University Press."},{"key":"664_CR23","unstructured":"Sandmann, W. (Ed.) (2006). Proceedings of the 6th international workshop on rare event simulation, RESIM 2006, Bamberg, Germany, 8\u201310 October 2006, 296 pp."},{"issue":"2","key":"664_CR24","doi-asserted-by":"crossref","first-page":"491","DOI":"10.1016\/j.spa.2008.02.009","volume":"119","author":"A. Sezer","year":"2009","unstructured":"Sezer, A. (2009). Importance sampling for a Markov modulated queuing network. Stochastic Processes and Their Applications, 119(2), 491\u2013517.","journal-title":"Stochastic Processes and Their Applications"},{"key":"664_CR25","doi-asserted-by":"crossref","first-page":"148","DOI":"10.1016\/j.ejor.2006.02.026","volume":"179","author":"J. Villen-Altamirano","year":"2007","unstructured":"Villen-Altamirano, J. (2007). Rare event RESTART simulation of two-stage networks. European Journal of Operations Research, 179, 148\u2013159.","journal-title":"European Journal of Operations Research"},{"key":"664_CR26","first-page":"71","volume-title":"Proc. of the 13th international teletraffic congress, queueing, performance and control in ATM","author":"M. Villen-Altamirano","year":"1991","unstructured":"Villen-Altamirano, M., & Villen-Altamirano, J. (1991). RESTART: A method for accelerating rare event simulations. In Proc. of the 13th international teletraffic congress, queueing, performance and control in ATM (pp. 71\u201376). Amsterdam: Elsevier."},{"key":"664_CR27","doi-asserted-by":"crossref","unstructured":"Villen-Altamirano, M., & Villen-Altamirano, J. (1994). RESTART: A straightforward method for fast simulation of rare events. In Proc. of the 1994 winter simulation conference (pp. 282\u2013289).","DOI":"10.1109\/WSC.1994.717150"},{"key":"664_CR28","doi-asserted-by":"crossref","first-page":"373","DOI":"10.1002\/ett.4460130409","volume":"13","author":"M. Villen-Altamirano","year":"2002","unstructured":"Villen-Altamirano, M., & Villen-Altamirano, J. (2002). Analysis of RESTART simulation: Theoretical basis and sensitivity study. European Transactions on Telecommunications, 13, 373\u2013385.","journal-title":"European Transactions on Telecommunications"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-009-0664-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-009-0664-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-009-0664-7","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T14:07:58Z","timestamp":1559138878000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-009-0664-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,11,5]]},"references-count":28,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2011,9]]}},"alternative-id":["664"],"URL":"https:\/\/doi.org\/10.1007\/s10479-009-0664-7","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,11,5]]}}}