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"Unbiased Monte Carlo for optimization and functions of expectations via ..."

Jose H. Blanchet, Peter W. Glynn (2015)

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DOI: 10.1109/WSC.2015.7408524

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  dblp key:
  - conf/wsc/BlanchetG15
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  - https://dblp.org/rec/conf/wsc/BlanchetG15
Jose H. Blanchet, Peter W. Glynn:
Unbiased Monte Carlo for optimization and functions of expectations via multi-level randomization. WSC 2015: 3656-3667

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