Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation.
| Autor: | Bai, Yuanlu1 (AUTHOR) yb2436@columbia.edu, Huang, Zhiyuan2 (AUTHOR) huangzy@tongji.edu.cn, Lam, Henry1 (AUTHOR) henry.lam@columbia.edu, Zhao, Ding3 (AUTHOR) dingzhao@cmu.edu |
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| Zdroj: | Management Science. Oct2024, Vol. 70 Issue 10, p6852-6873. 22p. |
| Databáze: | Business Source Ultimate |
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