1

Unbiased Estimation with Square Root Convergence for SDE Models

Year:
2015
Language:
english
File:
PDF, 354 KB
english, 2015
3

Likelihood robust optimization for data-driven problems

Year:
2016
Language:
english
File:
PDF, 557 KB
english, 2016
5

Dynamic Credit-Collections Optimization

Year:
2019
Language:
english
File:
PDF, 2.76 MB
english, 2019
6

Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Year:
2004
Language:
english
File:
PDF, 294 KB
english, 2004
7

Parallel processors for planning under uncertainty

Year:
1990
Language:
english
File:
PDF, 1.44 MB
english, 1990
10

Derandomizing Variance Estimators

Year:
1999
Language:
english
File:
PDF, 471 KB
english, 1999
11

A Complementarity Framework for Forward Contracting Under Uncertainty

Year:
2011
Language:
english
File:
PDF, 570 KB
english, 2011
13

Consistency of Multidimensional Convex Regression

Year:
2012
Language:
english
File:
PDF, 271 KB
english, 2012
18

Some topics in regenerative steady-state simulation

Year:
1994
Language:
english
File:
PDF, 504 KB
english, 1994
19

Wide-sense regeneration for Harris recurrent Markov processes: an open problem

Year:
2011
Language:
english
File:
PDF, 303 KB
english, 2011
21

Coral reefs: Corals' adaptive response to climate change

Year:
2004
Language:
english
File:
PDF, 176 KB
english, 2004
22

A Diffusion Approximation for a Markovian Queue with Reneging

Year:
2003
Language:
english
File:
PDF, 178 KB
english, 2003
23

The Asymptotic Efficiency of Simulation Estimators

Year:
1992
Language:
english
File:
PDF, 588 KB
english, 1992
25

Estimating Time Averages via Randomly-Spaced Observations

Year:
1987
Language:
english
File:
PDF, 1.28 MB
english, 1987
44

A Nonparametric Approach to Multiproduct Pricing

Year:
2006
Language:
english
File:
PDF, 279 KB
english, 2006
46

Importance Sampling for Stochastic Simulations

Year:
1989
Language:
english
File:
PDF, 1.40 MB
english, 1989
48

A Liapounov Bound for Solutions of the Poisson Equation

Year:
1996
Language:
english
File:
PDF, 1.10 MB
english, 1996
49

Computing Bayesian Means Using Simulation

Year:
2016
Language:
english
File:
PDF, 422 KB
english, 2016
50

Simulating Discounted Costs

Year:
1989
Language:
english
File:
PDF, 928 KB
english, 1989