A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation* R. Y. Rubinstein Original Article Pages: 5 - 50
A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary D. PerryW. StadjeS. Zacks Original Article Pages: 51 - 62
Probabilistic Modelling of Monitoring and Maintenance of Multistate Monotone Systems with Dependent Components Jørund GåsemyrBent Natvig Original Article Pages: 63 - 78
Improved Analytical Bounds for Gambler’s Ruin Probabilities Werner Hürlimann Original Article Pages: 79 - 95
Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes Epaminondas G. KyriakidisTheodosis D. Dimitrakos Original Article Pages: 97 - 118
Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey Enrique E. Alvarez Original Article Pages: 119 - 130