Implications of heavy tails on simulation-based ordinal optimization

Mark Broadie, Minsup Han, Assaf Zeevi. Implications of heavy tails on simulation-based ordinal optimization. In Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton, editors, Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. pages 439-447, WSC, 2007. [doi]

Abstract

Abstract is missing.