Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods

Document Details

Document Type
Pub Defense Publication
Publication Date
Dec 01, 2022
Source ID
10.1016/j.jmse.2022.02.002

Entities

People

  • Bruno Tuffin
  • Jiaqiao Hu
  • Michael C. Fu
  • Pierre L'ecuyer
  • Vinícius L. de Lima

Organizations

  • Air Force Office of Scientific Research
  • National Natural Science Foundation of China
  • Natural Sciences and Engineering Research Council