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    Large deviations perspective on ordinal optimization of heavy-tailed systems
    13 years 7 months ago
    Large deviations perspective on ordinal optimization of heavy-tailed systems
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    We consider the problem of selecting the best among several heavy-tailed systems using a large deviations perspective. In contrast to the light-tailed setting studied by Glynn and...
    Jose Blanchet, Jingchen Liu, Bert Zwart
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