On Lyapunov Inequalities and Subsolutions for Efficient...

ACM Transactions on Modeling and Computer Simulation 2012 / 08 Vol. 22; Iss. 3

On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling

Blanchet, Jose, Glynn, Peter, Leder, Kevin
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Volume:
22
Language:
english
Journal:
ACM Transactions on Modeling and Computer Simulation
DOI:
10.1145/2331140.2331141
Date:
August, 2012
File:
PDF, 212 KB
english, 2012
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