COMPUTING POISSON PROBABILITIES

被引:106
作者
FOX, BL [1 ]
GLYNN, PW [1 ]
机构
[1] STANFORD UNIV,DEPT OPERAT RES,STANFORD,CA 94305
关键词
EXPECTED TERMINAL REWARD - MARKOV CHAINS - POISSON PROBABILITIES - TRUNCATED POISSON VARIATES;
D O I
10.1145/42404.42409
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:440 / 445
页数:6
相关论文
共 10 条
[1]  
[Anonymous], 1987, GUIDE SIMULATION
[2]  
Feller W., 1968, INTRO PROBABILITY TH, V1st
[3]  
FOX BL, 1987, NUMERICAL METHODS TR
[4]  
FOX BL, 1988, CONDITIONAL CONFIDEN
[5]  
Gill PE, 1981, PRACTICAL OPTIMIZATI
[6]   UPPER-BOUNDS ON POISSON TAIL PROBABILITIES [J].
GLYNN, PW .
OPERATIONS RESEARCH LETTERS, 1987, 6 (01) :9-14
[7]   THE RANDOMIZATION TECHNIQUE AS A MODELING TOOL AND SOLUTION PROCEDURE FOR TRANSIENT MARKOV-PROCESSES [J].
GROSS, D ;
MILLER, DR .
OPERATIONS RESEARCH, 1984, 32 (02) :343-361
[8]  
Harris, 1985, FUNDAMENTALS QUEUEIN
[9]  
KNUSEL L, 1986, SIAM J SCI STAT COMP, V7, P1022, DOI 10.1137/0907069
[10]  
Stegun, 1972, NBS APPL MATH SERIES, V55