Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Pierre LEcuyer
Information about the author Pierre LEcuyer will soon be added to the site.
Found
11 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Approximating zero‐variance importance sampling in a reliability setting
2011
We consider a class of Markov chain models that includes the highly reliable Markovian...
Markov chain models of a telephone call center with call blending
2007
Motivated by a Bell Canada call center operating in blend mode, we consider a system...
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences
1997
Usually, the t- dimensional spectral test for linear congruential generators examines...
Likelihood ratio gradient estimation for stochastic recursions
1995
In this paper, the authors develop mathematical machinery for verifying that a broad...
On the interchange of derivative and expectation for likelihood ratio derivative estimators
1995
Sufficient conditions for the validity of interchange between derivative and...
Stochastic optimization by simulation: Numerical experiments with the M/M/1 queue in steady-state
1994
This paper gives numerical illustrations of the behavior of stochastic approximation,...
Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
1994
Approaches like finite differences with common random numbers, infinitesimal...
Uniform random number generation
1994
In typical stochastic simulations, randomness is produced by generating a sequence of...
On the convergence rates of IPA and FDC derivative estimators
1994
The authors show that under the (sufficient) conditions usually given for...
Convergence rates for steady-state derivative estimators
1993
The paper describes various derivative estimators for the case of steady-state...
A unified view of the IPA, SF, and LR gradient estimation techniques
1990
The links between the likelihood-ratio (LR) gradient-estimation technique (sometimes...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers