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RESTART

swMATH ID:	2499
Software Authors:	Villen-Altamirano, Manuel; Villen-Altamirano, Jose
Description:	RESTART: A method for accelerating rare event simulations This paper presents a method for accelerating simulations to estimate the probability of occurrence of rare events. The method, called RESTART (REpetitive Simulation Trials After Reaching Thresholds), is quite general and has a straightforward application, allowing dramatic reductions of the simulation time for an equal confidence of the results. The paper proves the efficiency of the method and shows an application example.
Homepage:	http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=717150
Keywords:	rare event simulations
Related Software:	TimeNET; Adam; SATLIB; Matlab; Global Optimization Toolbox For Maple; SPNP
Cited in:	35 Publications

1 Publication describing the Software, including 1 Publication in zbMATH	Year
RESTART: A method for accelerating rare event simulations. Zbl 0729.90894 Villen-Altamirano, Manuel; Villen-Altamirano, Jose	1991

all top 5

3	Dupuis, Paul G.
3	Kroese, Dirk P.
3	Villén-Altamirano, José
2	Botev, Zdravko I.
2	Cérou, Frédéric
2	Glasserman, Paul
2	Guyader, Arnaud
2	Lagnoux-Renaudie, Agnès
2	Lezaud, Pascal
2	Majumdar, Satya N.
2	Simonnet, Eric
1	Bertail, Patrice
1	Besga, B.
1	Blanchet, Jose H.
1	Boots, Nam Kyoo
1	Borodina, A. V.
1	Bouchet, Freddy
1	Bréhier, Charles-Edouard
1	Buijsrogge, Anne
1	Cai, Yi
1	Ciliberto, Sergio
1	Clémençon, Stéphan
1	D’Acquisto, G.
1	de Boer, Pieter-Tjerk
1	Del Moral, Pierre
1	Evans, Martin R.
1	Faisant, F.
1	Figueiredo, Daniel Ratton
1	Gobet, Emmanuel
1	Guo, Yang
1	Hartmann, Carsten
1	Heidelberger, Philip
1	Joshi, Mark S.
1	Kebiri, Omar
1	Krystul, Jaroslav
1	Kurose, Jim
1	Le Gland, François
1	Leder, Kevin
1	Lelièvre, Tony
1	Liu, Benyuan
1	Liu, Gang
1	Mandjes, Michel Robertus Hendrikus
1	Marzouk, Youssef M.
1	Mills, Alex F.
1	Morozov, Evsei
1	Neureither, Lara
1	Petrosyan, Artyom
1	Richter, Lorenz
1	Rolland, Joran
1	Rousset, Mathias
1	Rubinstein, Reuven Y.
1	Sahai, Tuhin
1	Shahabuddin, Perwez
1	Shi, Yixi
1	Snarski, Michael
1	Staum, Jeremy
1	Towsley, Donald Fred
1	Tressou, Jessica
1	Trivedi, Kishor Shridharbhai
1	Tuffin, Bruno
1	Villen-Altamirano, Manuel
1	Zajic, Tim
1	Zhang, Benjamin J.
1	Zhu, Dan

all top 5

3	European Journal of Operational Research
3	Chaos
2	Operations Research
2	Annals of Operations Research
2	Stochastic Processes and their Applications
2	Statistics and Computing
1	Journal of Computational Physics
1	Journal of Statistical Physics
1	Journal of Applied Probability
1	Stochastic Analysis and Applications
1	Queueing Systems
1	The Annals of Applied Probability
1	SIAM Journal on Scientific Computing
1	Simulation Practice and Theory
1	Journal of Mathematical Sciences (New York)
1	Probability in the Engineering and Informational Sciences
1	Methodology and Computing in Applied Probability
1	ASTIN Bulletin
1	Computer Networks
1	Journal of Statistical Mechanics: Theory and Experiment
1	Journal of Biological Dynamics
1	Journal of Physics A: Mathematical and Theoretical
1	Stochastic Systems
1	Information Science and Statistics

all top 5

20	Probability theory and stochastic processes (60-XX)
17	Numerical analysis (65-XX)
9	Statistics (62-XX)
9	Operations research, mathematical programming (90-XX)
5	Computer science (68-XX)
2	Integral transforms, operational calculus (44-XX)
2	Statistical mechanics, structure of matter (82-XX)
2	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1	Ordinary differential equations (34-XX)
1	Partial differential equations (35-XX)
1	Dynamical systems and ergodic theory (37-XX)
1	Calculus of variations and optimal control; optimization (49-XX)
1	Biology and other natural sciences (92-XX)
1	Systems theory; control (93-XX)