Pasupathy Raghu

Raghu Pasupathy

Information about the author Raghu Pasupathy will soon be added to the site.
Found 5 papers in total
Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets
Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets
2013
Consider the context of selecting an optimal system from among a finite set of...
C‐NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions
C‐NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions
2012
We propose C‐NORTA, an exact algorithm to generate random variates from the...
On choosing parameters in retrospective-approximation algorithms for stochastic root finding and simulation optimization
On choosing parameters in retrospective-approximation algorithms for stochastic root finding and simulation optimization
2010
The stochastic root-finding problem is that of finding a zero of a vector-valued...
An algorithm for fast generation of bivariate Poisson random vectors
An algorithm for fast generation of bivariate Poisson random vectors
2010
We present the ‘trivariate reduction extension’ (TREx)–an exact...
Optimal reconstruction periods for stochastically deteriorating infrastructures
Optimal reconstruction periods for stochastically deteriorating infrastructures
2007
In this article we address the problem of identifying the optimal period between...
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