Correlation-induction techniques for estimating quantiles in simulation experiments
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(18)- Quantile and tolerance-interval estimation in simulation
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- A direct search method for unconstrained quantile-based simulation optimization
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- On figures of merit for randomly-shifted lattice rules
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- Efficient estimation of extreme quantiles using adaptive kriging and importance sampling
- On the distribution of integration error by randomly-shifted lattice rules
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
- Heuristic policies for the stochastic economic lot sizing problem with remanufacturing under service level constraints
- Adaptive sequential selection procedures for optimal quantile with control variates
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