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Optimal sampling of overflow paths in Jackson networks
Blanchet, Jose - In: Mathematics of operations research 38 (2013) 4, pp. 698-719
Persistent link: https://www.econbiz.de/10010210743
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Rates of convergence to stationarity for reflected brownian motion
Blanchet, Jose; Chen, Xinyun - In: Mathematics of operations research 45 (2020) 2, pp. 660-681
Persistent link: https://www.econbiz.de/10012242529
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Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound poisson processes
Chen, Bohan; Blanchet, Jose; Rhee, Chang-Han; Zwart, Bert - In: Mathematics of operations research 44 (2019) 3, pp. 919-942
Persistent link: https://www.econbiz.de/10012105807
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Quantifying distributional model risk via optimal transport
Blanchet, Jose; Murthy, Karthyek - In: Mathematics of operations research 44 (2019) 2, pp. 565-600
Persistent link: https://www.econbiz.de/10012028635
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Optimal transport-based distributionally robust optimization : structural properties and iterative schemes
Blanchet, Jose; Murthy, Karthyek; Zhang, Fan - In: Mathematics of operations research 47 (2022) 2, pp. 1500-1529
Persistent link: https://www.econbiz.de/10013365331