Feasible State Space Simulation: Variable Time Steps for the Proxel method
نویسندگان
چکیده
State space-based simulation method of general stochastic continuous-time models suffers from its sensitivity to state space-explosion. In this paper, we address this problem by the introduction of variable time steps for the proxel-based simulation method. We show how the complexity of the simulation is reduced by expressing rare event probability using fewer computational units. It is shown by means of experimental results that for models with rare events the modified proxel-based simulation algorithm computes solutions with comparable accuracy in less time.
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