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Generalized Likelihood Ratio Method for Stochastic Models with Uniform Random Numbers As Inputs

Yijie Peng , Michael C Fu , Jiaqiao Hu , Pierre L'Ecuyer , Bruno Tuffin et al.
2020
Preprints, Working Papers, ... hal-02652068v1
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Variance Reduction for Generalized Likelihood Ratio Method By Conditional Monte Carlo and Randomized Quasi-Monte Carlo

Yijie Peng , Michael C Fu , Jiaqiao Hu , Pierre L'Ecuyer , Bruno Tuffin et al.
Journal of Management Science and Engineering, 2022
Journal articles hal-03196379v1