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]
@article{AwadGR13,
title = {Zero-Variance Importance Sampling Estimators for Markov Process Expectations},
author = {Hernan P. Awad and Peter W. Glynn and Reuven Y. Rubinstein},
year = {2013},
doi = {10.1287/moor.1120.0569},
url = {http://dx.doi.org/10.1287/moor.1120.0569},
researchr = {https://researchr.org/publication/AwadGR13},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {38},
number = {2},
pages = {358-388},
}