| Publication | Date of Publication | Type |
|---|
Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
ACM Transactions on Modeling and Computer Simulation | 2024-11-15 | Paper |
Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
Pricing of coexisting cellular and community networks
| 2019-07-18 | Paper |
Asymptotic robustness of estimators in rare-event simulation
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Revenue-maximizing rankings for online platforms with quality-sensitive consumers
Operations Research | 2017-07-13 | Paper |
Static network reliability estimation under the Marshall-Olkin copula
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Balanced and approximate zero-variance recursive estimators for the network reliability problem
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
An adaptive zero-variance importance sampling approximation for static network dependability evaluation
Computers & Operations Research | 2016-11-10 | Paper |
Some recent results in rare event estimation
ESAIM: Proceedings | 2015-11-17 | Paper |
Markov chain importance sampling with applications to rare event probability estimation
Statistics and Computing | 2015-10-16 | Paper |
On the distribution of integration error by randomly-shifted lattice rules
Electronic Journal of Statistics | 2013-05-27 | Paper |
Competition among providers in loss networks
Annals of Operations Research | 2012-11-15 | Paper |
Approximating zero-variance importance sampling in a reliability setting
Annals of Operations Research | 2012-03-08 | Paper |
Interplay between security providers, consumers, and attackers: a weighted congestion game approach
Lecture Notes in Computer Science | 2011-11-11 | Paper |
Of threats and costs: a game-theoretic approach to security risk management
Performance Models and Risk Management in Communications Systems | 2011-05-09 | Paper |
Price war in heterogeneous wireless networks
Computer Networks | 2010-11-25 | Paper |
Monte-Carlo simulation
| 2010-03-12 | Paper |
Understanding and preventing tacit collusion among telecommunication operators
Lecture Notes in Computer Science | 2009-12-09 | Paper |
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
Operations Research | 2009-08-13 | Paper |
Importance sampling in rare event simulation
| 2009-06-02 | Paper |
scientific article; zbMATH DE number 5560390 (Why is no real title available?)
| 2009-06-02 | Paper |
Robustness properties and confidence interval reliability issues
| 2009-06-02 | Paper |
scientific article; zbMATH DE number 5560393 (Why is no real title available?)
| 2009-06-02 | Paper |
Rare events, splitting, and quasi-Monte Carlo
ACM Transactions on Modeling and Computer Simulation | 2008-12-21 | Paper |
End-to-end availability-dependent pricing of network services
Annals of Operations Research | 2008-09-03 | Paper |
Optimal measurement-based pricing for an \(M/M/1\) queue
Networks and Spatial Economics | 2007-08-17 | Paper |
An optimal congestion and cost-sharing pricing scheme for multiclass services
Mathematical Methods of Operations Research | 2007-01-05 | Paper |
Loss strategies for competing AIMD flows
Computer Networks | 2006-10-10 | Paper |
A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
Journal of Complexity | 2006-10-05 | Paper |
Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space
| 2006-08-28 | Paper |
Pricing differentiated services: a game-theoretic approach
Computer Networks | 2006-04-28 | Paper |
A mathematical analysis of the cumulus pricing scheme
Computer Networks | 2005-05-04 | Paper |
Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
Monte Carlo Methods and Applications | 2005-03-10 | Paper |
Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
Monte Carlo Methods and Applications | 2005-03-10 | Paper |
A mathematical model of the Paris Metro Pricing scheme for charging packet networks
Computer Networks | 2004-09-23 | Paper |
scientific article; zbMATH DE number 2088666 (Why is no real title available?)
| 2004-08-12 | Paper |
scientific article; zbMATH DE number 2051225 (Why is no real title available?)
| 2004-03-07 | Paper |
MTTF Estimation using importance sampling on Markov models
Monte Carlo Methods and Applications | 2003-03-26 | Paper |
Bounded normal approximation in simulations of highly reliable Markovian systems
Journal of Applied Probability | 2001-11-15 | Paper |
Comparison of hybrid systems and fluid stochastic Petri nets
Discrete Event Dynamic Systems | 2001-11-11 | Paper |
scientific article; zbMATH DE number 1629930 (Why is no real title available?)
| 2001-10-18 | Paper |
scientific article; zbMATH DE number 1629918 (Why is no real title available?)
| 2001-10-18 | Paper |
Parallélisation d'une Combinaison des Méthodes de Monte-Carlo et Quasi-Monte-Carlo et Application aux Réseaux de Files d'Attente
RAIRO - Operations Research | 2000-08-24 | Paper |
A fluid queue driven by a Markovian queue
Queueing Systems | 1999-10-04 | Paper |
Variance reduction order using good lattice points in Monte Carlo methods
Computing | 1999-08-23 | Paper |
Variance reduction applied to product form multiclass queuing networks
ACM Transactions on Modeling and Computer Simulation | 1999-03-01 | Paper |
Comments on “On the use of low discrepancy sequences in Monte Carlo methods”
Monte Carlo Methods and Applications | 1998-08-02 | Paper |
scientific article; zbMATH DE number 1103087 (Why is no real title available?)
| 1998-04-20 | Paper |
On the use of low discrepancy sequences in Monte Carlo methods
Monte Carlo Methods and Applications | 1997-08-18 | Paper |
