Edwin Woudt

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
Previous work on state-dependent adaptive importance sampling techniques for the simulation of rare events in Markovian queueing models used either no smoothing or a parametric smoothing technique, which was known to be non-optimal. In this paper, we introduce the use of kernel smoothing in this context. We derive expressions for the smoothed transition(More)
  • 1