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Uniformly efficient importance sampling for the tail distribution of sums of random variables
Glasserman, Paul; Juneja, Sandeep - In: Mathematics of operations research 33 (2008) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10003687581
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Corrected Diffusion Approximations for a Multistage Production-inventory System
Glasserman, Paul; Liu, Tai-Wen - In: Mathematics of operations research 22 (1997) 1, pp. 186-201
Persistent link: https://www.econbiz.de/10006420236
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Monotone Optimal Control of Permutable GSMPs
Glasserman, Paul; Yao, David D. - In: Mathematics of operations research 19 (1994) 2, pp. 449-476
Persistent link: https://www.econbiz.de/10006421100
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Filtered Monte Carlo
Glasserman, Paul - In: Mathematics of operations research 18 (1993) 3, pp. 610-634
Persistent link: https://www.econbiz.de/10006421315
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Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
Glasserman, Paul; Juneja, Sandeep - In: Mathematics of operations research 33 (2008) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10007979900