1

Unbiased Estimation with Square Root Convergence for SDE Models

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

Dynamic Credit-Collections Optimization

Year:
2019
Language:
english
File:
PDF, 2.76 MB
english, 2019
5

Likelihood robust optimization for data-driven problems

Year:
2016
Language:
english
File:
PDF, 557 KB
english, 2016
7

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

Year:
2004
Language:
english
File:
PDF, 294 KB
english, 2004
9

A Complementarity Framework for Forward Contracting Under Uncertainty

Year:
2011
Language:
english
File:
PDF, 570 KB
english, 2011
10

Derandomizing Variance Estimators

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

Conditions for the Applicability of the Regenerative Method

Year:
1993
Language:
english
File:
PDF, 257 KB
english, 1993
13

Consistency of Multidimensional Convex Regression

Year:
2012
Language:
english
File:
PDF, 271 KB
english, 2012
16

Parallel processors for planning under uncertainty

Year:
1990
Language:
english
File:
PDF, 1.44 MB
english, 1990
20

Markov Chains and Stochastic Stability || Glossary of model assumptions

Year:
2009
Language:
english
File:
PDF, 366 KB
english, 2009
21

Markov Chains and Stochastic Stability || Preface to the second edition

Year:
2009
Language:
english
File:
PDF, 305 KB
english, 2009
25

Markov Chains and Stochastic Stability || Some mathematical background

Year:
2009
Language:
english
File:
PDF, 398 KB
english, 2009
29

Extensions of the Queueing Relations L=λ W and H=λ G

Year:
1989
Language:
english
File:
PDF, 611 KB
english, 1989
30

Markov Chains and Stochastic Stability || Bibliography

Year:
2009
Language:
english
File:
PDF, 403 KB
english, 2009
33

Computing Bayesian Means Using Simulation

Year:
2016
Language:
english
File:
PDF, 422 KB
english, 2016
37

A Diffusion Approximation for a Markovian Queue with Reneging

Year:
2003
Language:
english
File:
PDF, 178 KB
english, 2003
40

A Nonparametric Approach to Multiproduct Pricing

Year:
2006
Language:
english
File:
PDF, 279 KB
english, 2006
41

Trading Securities Using Trailing Stops

Year:
1995
Language:
english
File:
PDF, 1.13 MB
english, 1995
43

The Asymptotic Efficiency of Simulation Estimators

Year:
1992
Language:
english
File:
PDF, 588 KB
english, 1992
45

Importance Sampling for Stochastic Simulations

Year:
1989
Language:
english
File:
PDF, 1.40 MB
english, 1989
46

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

Year:
2011
Language:
english
File:
PDF, 303 KB
english, 2011
47

Estimating Time Averages via Randomly-Spaced Observations

Year:
1987
Language:
english
File:
PDF, 1.28 MB
english, 1987
48

Markov Chains and Stochastic Stability || The nonlinear state space model

Year:
2009
Language:
english
File:
PDF, 466 KB
english, 2009