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    QUESTA
    2007
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    Alternative proof and interpretations for a recent state-dependent importance sampling scheme
    14 years 3 months ago
    Alternative proof and interpretations for a recent state-dependent importance sampling scheme
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    Recently, a state-dependent change of measure for simulating overflows in the two-node tandem queue was proposed by Dupuis et al. (Ann. Appl. Probab. 17(4):1306– 1346, 2007), to...
    Pieter-Tjerk de Boer, Werner R. W. Scheinhardt
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