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Efficient Sampling Allocation Procedures for Optimal Quantile Selection
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Ryzhov, Ilya O.Fu, Michael C.Chen, Chun-HungPeng, YijieHu, Jian-Qiang

We propose a dynamic sampling allocation and selection paradigm for finding the alternative with the optimal quantile in a Bayesian framework. Myopic allocation policies (MAPs), analogous to existi…

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Maximum Likelihood Estimation by Monte Carlo Simulation : Toward Data-Driven …
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Heidergott, BerndFu, Michael C.Lam, HenryPeng, Yijie

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Technical Note-Central Limit Theorems for Estimated Functions at Estimated Po…
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Glynn, Peter W.Fu, Michael C.Peng, YijieFan, LinHu, Jian-Qiang

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On the Variance of Single-Run Unbiased Stochastic Derivative Estimators
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Yanchu LiuFu, Michael C.Yijie PengJian-Qiang HuZhenyu CuiLingjiong Zhu

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A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Perfo…
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Heidergott, BerndFu, Michael C.Yijie PengJian-Qiang Hu

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Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Dis…
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Fu, Michael C.Bingqing LiGuozhen LiRongwen Wu

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The Winter Simulation Conference Turns 50
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Fu, Michael C.Schriber, Thomas J.

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Google Deepmind's Alphago
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Fu, Michael C.Hyeong Soo ChangJiaqiao HuMarcus, Steven I.

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Sequential Selection with Unknown Correlation Structures
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Ryzhov, Ilya O.Fu, Michael C.Qu, HuashuaiDing, Zi

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Regression Models Augmented with Direct Stochastic Gradient Estimators
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Fu, Michael C.Qu, Huashuai


Hasil Pencarian

Ditemukan 10 dari pencarian Anda melalui kata kunci: Pengarang : Fu, Michael C.
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Saran
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