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Quasi-Monte Carlo Strategies for Stochastic Optimization

S. Drew and T. Homem-de-Mello
In Proceedings of the 2006 Winter Simulation Conference, 2006
Publication year: 2006

Estimation of Rare-Event Probabilities Using Cross-Entropy

T. Homem-de-Mello and R. Y. Rubinstein
In Proceedings of the Winter Simulation Conference, 2002
Publication year: 2002