On efficiencies of stochastic Optimization Procedures under Importance Sampling

Henry Lam, Guangxin Jiang, Michael C. Fu. On efficiencies of stochastic Optimization Procedures under Importance Sampling. In 2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, December 9-12, 2018. pages 1862-1873, IEEE, 2018. [doi]

Abstract

Abstract is missing.