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Speedup simulation techniques (survey)

By Poul E. Heegaard A


This presentation gives a brief survey of speedup techniques for discrete event simulation where the quantity of interest depends on rare events to occur. Both rare event simulation approaches like RESTART/splitting and importance sampling and other complementary techniques are described. A list of key references to the various techniques are included. As a pragmatic or engineering approach, it is recommended that the different techniques are combined whenever possible instead of seeking the universal optimal technique for all applications. An example of such an approach is included.

Year: 2009
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