"On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling."

Jose H. Blanchet, Peter W. Glynn, Kevin Leder (2012)

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DOI: 10.1145/2331140.2331141

access: closed

type: Journal Article

metadata version: 2024-08-04

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Jose H. Blanchet, Peter W. Glynn, Kevin Leder:
On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling. ACM Trans. Model. Comput. Simul. 22(3): 13:1-13:27 (2012)

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