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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
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Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong; Liu, Guangwu - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
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On the lattice structure of a special class of multiple recursive random number generators
L'Ecuyer, Pierre; Simard, Richard - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 449-460
Persistent link: https://www.econbiz.de/10010399816
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Simulation-based approximate policy iteration with generalized logistic functions
Sauré, Antoine; Patrick, Jonathan; Puterman, Martin L. - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 579-595
Persistent link: https://www.econbiz.de/10011387612
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Model counting of monotone conjunctive normal form formulas with spectra
Vaisman, Radislav; Strichman, Ofer; Gercbach, Ilʹja B. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 406-415
Persistent link: https://www.econbiz.de/10011291287
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Chance constrained selection of the best
Hong, L. Jeff; Luo, Jun; Nelson, Barry L. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10011291305
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On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu; Fu, Michael; Hu, Jian-Qiang; Liu, Yanchu; … - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
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Sampling the functional Kolmogorov forward equations for nonstationary queueing networks
Pender, Jamol - In: INFORMS journal on computing : JOC 29 (2017) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011648497
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Methods for system selection based on sequential mean-variance analysis
Batur, Demet; Wang, Lina; Choobineh, F. Fred - In: INFORMS journal on computing : JOC 30 (2018) 4, pp. 724-738
Persistent link: https://www.econbiz.de/10011966559