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"On the inefficiency of state-independent importance sampling in the ..."

Achal Bassamboo, Sandeep Juneja, Assaf Zeevi (2007)

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DOI: 10.1016/J.ORL.2006.02.002

access: closed

type: Journal Article

metadata version: 2024-05-07

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Achal Bassamboo, Sandeep Juneja, Assaf Zeevi:
On the inefficiency of state-independent importance sampling in the presence of heavy tails. Oper. Res. Lett. 35(2): 251-260 (2007)

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