Paul Dupuis, Hui Wang. Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling. Math. Oper. Res., 32(3):723-757, 2007. [doi]
@article{DupuisW07,
title = {Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling},
author = {Paul Dupuis and Hui Wang},
year = {2007},
doi = {10.1287/moor.1070.0266},
url = {http://dx.doi.org/10.1287/moor.1070.0266},
researchr = {https://researchr.org/publication/DupuisW07},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {32},
number = {3},
pages = {723-757},
}