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Optimal sampling of overflow paths in Jackson networks
Blanchet, Jose - In: Mathematics of operations research 38 (2013) 4, pp. 698-719
Persistent link: https://www.econbiz.de/10010210743
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The empirical likelihood approach to quantifying uncertainty in sample average approximation
Lam, Henry; Zhou, Enlu - In: Operations research letters 45 (2017) 4, pp. 301-307
Persistent link: https://www.econbiz.de/10011740327
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Adaptive importance sampling for efficient stochastic root finding and quantile estimation
He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630
Persistent link: https://www.econbiz.de/10015371528
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Overconservativeness of variance-based efficiency criteria and probabilistic efficiency in rare-event simulation
Bai, Yuanlu; Huang, Zhiyuan; Lam, Henry; Zhao, Ding - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 6852-6873
Persistent link: https://www.econbiz.de/10015142173
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Rare-event simulation for distribution networks
Blanchet, Jose; Li, Juan; Nakayama, Marvin K. - In: Operations research 67 (2019) 5, pp. 1383-1396
Persistent link: https://www.econbiz.de/10012107789
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Perfect sampling of generalized Jackson networks
Blanchet, Jose; Chen, Xinyun - In: Mathematics of operations research 44 (2019) 2, pp. 693-714
Persistent link: https://www.econbiz.de/10012028643
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Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913