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"State-dependent importance sampling and large deviations."

Jose H. Blanchet, Jingchen Liu, Peter W. Glynn (2006)

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DOI: 10.1145/1190095.1190120

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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  dblp key:
  - conf/valuetools/Blanchet06
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  persistent URL:
  - https://dblp.org/rec/conf/valuetools/Blanchet06
Jose H. Blanchet, Jingchen Liu, Peter W. Glynn:
State-dependent importance sampling and large deviations. VALUETOOLS 2006: 20

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