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Static Network Reliability Estimation via Generalized Splitting
Botev, Zdravko I.; L'Ecuyer, Pierre; Rubino, Gerardo; … - In: INFORMS journal on computing : JOC 25 (2013) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10010082480
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A Dynamic Programming Procedure for Pricing American-Style Asian Options
Ben-Ameur, Hatem; Breton, Michèle; Ecuyer, Pierre L' - In: Management science : journal of the Institute for … 48 (2002) 5, pp. 625-643
Persistent link: https://www.econbiz.de/10006087498
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Variance Reduction via Lattice Rules
Ecuyer, Pierre L'; Lemieux, Christine - In: Management science : journal of the Institute for … 46 (2000) 9, pp. 1214-1235
Persistent link: https://www.econbiz.de/10006093379
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Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators
Ecuyer, Pierre L' - In: Management science : journal of the Institute for … 41 (1995) 4, pp. 738
Persistent link: https://www.econbiz.de/10006102908
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Stochastic Optimization by Simulation: Convergence Proofs for the GI-G-1 Queue in Steady-state
Ecuyer, Pierre L'; Glynn, Peter W. - In: Management science : journal of the Institute for … 40 (1994) 11, pp. 1562
Persistent link: https://www.econbiz.de/10006104831
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Stochastic optimization by simulation: Numerical experiments with the MIMI-1 Queue in steady-state
Ecuyer, Pierre L'; Giroux, Nataly; Glynn, Peter W. - In: Management science : journal of the Institute for … 40 (1994) 10, pp. 1245-1261
Persistent link: https://www.econbiz.de/10006104856
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Simulation of Algorithms for Performance Analysis
Ecuyer, Pierre L' - In: INFORMS journal on computing : JOC 8 (1996) 1, pp. 16-20
Persistent link: https://www.econbiz.de/10007133247
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FUNCTIONAL ESTIMATION FOR A MULTICOMPONENT AGE REPLACEMENT MODEL
L'Ecuyer, Pierre; Martin, Benoit; Vázquez-Abad, Felisa J. - In: American journal of mathematical and management sciences 19 (1999) 1-2, pp. 135-156
Persistent link: https://www.econbiz.de/10006841535
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Combination of General Antithetic Transformations and Control Variables
Ben-Ameur, Hatem; L'Ecuyer, Pierre; Lemieux, Christiane - In: Mathematics of operations research 29 (2004) 4, pp. 946-960
Persistent link: https://www.econbiz.de/10006417535
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TECHNICAL NOTES - An Object-Oriented Random-Number Package with Many Long Streams and Substreams
L'Ecuyer, Pierre; Simard, Richard; Chen, E.Jack; … - In: Operations research : the journal of the Operations … 50 (2002) 6, pp. 1073-1075
Persistent link: https://www.econbiz.de/10006418264