Author Publications

2005

Boer de, Pieter-Tjerk and Kroese, Dirk P. and Mannor, Shie and Rubinstein, Reuven Y. (2005) A Tutorial on the Cross-Entropy Method. Annals of Operations Research, 134 (1). pp. 19-67. ISSN 0254-5330

2004

Boer de, P.T. and Kroese, D.P. and Rubinstein, R.Y. (2004) A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks. Management Science, 50 (7). pp. 883-895. ISSN 0025-1909

Kroese, D.P. and Scheinhardt, W.R.W. and Taylor, P.G. (2004) Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of Applied Probability, 14 (4). pp. 2057-2089. ISSN 1050-5164

2003

Kroese, D.P. and Scheinhardt, W.R.W. and Taylor, P.G. (2003) Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. [Report]

2002

Boer de, P.T. and Kroese, D.P. and Rubinstein, R.Y. (2002) Estimating buffer overflows in three stages using cross-entropy. In: Proceedings of the 2002 Winter Simulation Conference. ACM-IEEE, pp. 301-309. ISBN 9780780376144

Garvels, Marnix J.J. and Ommeren van, Jan-Kees and Kroese, Dirk P. (2002) On the Importance Function in splitting simulation. European Transactions on Telecommunications, 13 (4). pp. 363-371. ISSN 1541-8251

2001

Kroese, Dirk P. and Scheinhardt, Werner R.W. (2001) Joint distributions for interacting fluid queues. Queueing systems, 37 (1-3). pp. 99-139. ISSN 0257-0130

1999

Garvels, Marnix J.J. and Kroese, Dirk P. (1999) On the entrance distribution in RESTART simulation. [Report]

Kroese, Dirk P. and Nicola, Victor F. (1999) Efficient estimation of overflow probabilities in queues with breakdowns. Performance Evaluation, 36-37 . pp. 471-484. ISSN 0166-5316

1998

Garvels, Marnix J.J. and Kroese, Dirk P. (1998) A comparison of RESTART implementations. In: Proceedings of the 1998 Winter Simulation Conference. IEEE, pp. 601-608. ISBN 9780780351332

1992

Kroese, D.P. and Kallenberg, W.C.M. (1992) Second-order asymptotics in level crossing for differences of renewal processes. Stochastic Processes and Their Applications, 40 (2). pp. 309-323. ISSN 0304-4149

Kroese, Dirk P. and Schmidt, Volker (1992) A Continuous Polling System with General Service Times. Annals of Applied Probability, 2 (4). pp. 906-927. ISSN 1050-5164