Yijie Peng, Michael C. Fu 0001, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin. Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. In Winter Simulation Conference, WSC 2021, Phoenix, AZ, USA, December 12-15, 2021. pages 1-12, IEEE, 2021. [doi]
Abstract is missing.