"Using Regenerative simulation to Calibrate exponential Approximations to ..."

Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin (2018)

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DOI: 10.1109/WSC.2018.8632477

access: closed

type: Conference or Workshop Paper

metadata version: 2019-03-28

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Peter W. Glynn, Marvin K. Nakayama, Bruno Tuffin:
Using Regenerative simulation to Calibrate exponential Approximations to Risk Measures of Hitting times to rarely Visited Sets. WSC 2018: 1802-1813

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