The splitting method for decision making

Rubinstein, Reuven, Dolgin, Andrey and Vaisman, Radislav (2012) The splitting method for decision making. Communications in Statistics: Simulation and Computation, 41 6: 905-921. doi:10.1080/03610918.2012.625339


Author Rubinstein, Reuven
Dolgin, Andrey
Vaisman, Radislav
Title The splitting method for decision making
Journal name Communications in Statistics: Simulation and Computation   Check publisher's open access policy
ISSN 0361-0918
1532-4141
Publication date 2012
Sub-type Article (original research)
DOI 10.1080/03610918.2012.625339
Volume 41
Issue 6
Start page 905
End page 921
Total pages 17
Place of publication Philadelphia, PA, United States
Publisher Taylor & Francis
Subject 2611 Modelling and Simulation
2613 Statistics and Probability
Keyword Combinatorial optimization
Counting
Cross-entropy
Decision making
Gibbs sampler
Rare-event
Splitting
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Non-UQ

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Mathematics and Physics
 
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Created: Fri, 07 Feb 2014, 10:13:00 EST by Radislav Vaisman on behalf of School of Mathematics & Physics