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WSC
2007
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Modeling And Simulation
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WSC 2007
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Efficient suboptimal rare-event simulation
15 years 5 months ago
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www.informs-sim.org
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
Xiaowei Zhang, Jose Blanchet, Peter W. Glynn
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