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- Corrections to Conditional Monte Carlo: Gradient Estimation and Optimization Applications
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- Asymptotically Optimal Simulation Allocation under Dependent Sampling
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- New Global Optimization Algorithms for Model-Based Clustering Jeffrey W. Heath
- Convergence of a Stochastic Approximation Algorithm for the GI/G/1 Queue Using Infinitesimal Perturbation
- Probabilistic Error Bounds for Simulation Quantile Estimators
- Perspectives in Operations Research: Papers in Honor of Saul Gass' 80th Birthday
- Sensitivity Analysis in Monte Carlo Simulation of Stochastic Activity Networks
- Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, and Steven I. Marcus
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- An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes
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- A Model Reference Adaptive Search Method for Stochastic Global Optimization
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- Fluid Approximation and Perturbation Analysis of a Dynamic Priority Call Center
- Conditional Monte Carlo Gradient Estimation in Economic Design of Control Limits1
- Efficient Sensitivity Analysis of Mortgage Backed Securities
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- OPTIMAL EXERCISE POLICIES AND SIMULATION-BASED VALUATION FOR AMERICAN-ASIAN OPTIONS
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- Global Convergence of Model Reference Adaptive Search for Gaussian Mixtures
- Simulation Optimization of Traffic Light Signal Timings via Perturbation Analysis
- Advances in Mathematical Finance
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