The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
| Year of publication: |
2011
|
|---|---|
| Authors: | Dean, Thomas ; Dupuis, Paul |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 189.2011, 1, p. 63-103
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