Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin. An importance sampling method based on a one-step look-ahead density from a Markov chain. In S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu, editors, Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. pages 528-539, WSC, 2011. [doi]
Abstract is missing.