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]
@article{AhamedBJ06,
title = {Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation},
author = {T. P. I. Ahamed and V. S. Borkar and S. Juneja},
year = {2006},
doi = {10.1287/opre.1060.0291},
url = {http://dx.doi.org/10.1287/opre.1060.0291},
tags = {Markov},
researchr = {https://researchr.org/publication/AhamedBJ06},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {54},
number = {3},
pages = {489-504},
}