Zero-Variance Importance Sampling Estimators for Markov Process Expectations

Hernan P. Awad, Peter W. Glynn, Reuven Y. Rubinstein. Zero-Variance Importance Sampling Estimators for Markov Process Expectations. Math. Oper. Res., 38(2):358-388, 2013. [doi]

Authors

Hernan P. Awad

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Peter W. Glynn

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Reuven Y. Rubinstein

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