Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation

T. P. I. Ahamed, V. S. Borkar, S. Juneja. Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation. Operations Research, 54(3):489-504, 2006. [doi]

Authors

T. P. I. Ahamed

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V. S. Borkar

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S. Juneja

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