"Subsolutions of an Isaacs Equation and Efficient Schemes for Importance ..."

Paul Dupuis, Hui Wang (2007)

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DOI: 10.1287/MOOR.1070.0266

access: closed

type: Journal Article

metadata version: 2017-05-28

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Paul Dupuis, Hui Wang:
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling. Math. Oper. Res. 32(3): 723-757 (2007)

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