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"The design and analysis of a generalized RESTART/DPR algorithm for rare ..."

Thomas Dean, Paul Dupuis (2011)

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DOI: 10.1007/S10479-009-0664-7

access: closed

type: Journal Article

metadata version: 2020-08-13

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Thomas Dean, Paul Dupuis:
The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation. Ann. Oper. Res. 189(1): 63-102 (2011)

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