Thomas Dean, Paul Dupuis. The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation. Annals OR, 189(1):63-102, 2011. [doi]
@article{DeanD11,
title = {The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation},
author = {Thomas Dean and Paul Dupuis},
year = {2011},
doi = {10.1007/s10479-009-0664-7},
url = {http://dx.doi.org/10.1007/s10479-009-0664-7},
researchr = {https://researchr.org/publication/DeanD11},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {189},
number = {1},
pages = {63-102},
}