| Publication | Date of Publication | Type |
|---|
| Density Estimation by Monte Carlo and Quasi-Monte Carlo | 2024-02-14 | Paper |
| A Tool for Custom Construction of QMC and RQMC Point Sets | 2024-02-14 | Paper |
| Four Canadian Contributions to Stochastic Modeling | 2023-05-09 | Paper |
| Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights | 2022-09-02 | Paper |
| Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning | 2022-07-01 | Paper |
| Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights | 2022-01-23 | Paper |
| On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling | 2021-10-20 | Paper |
| Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks | 2021-08-09 | Paper |
| A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty | 2021-06-07 | Paper |
| Density Estimation by Randomized Quasi-Monte Carlo | 2021-04-13 | Paper |
| Quasi-Monte Carlo simulation of coagulation-fragmentation | 2021-03-02 | Paper |
| Editorial introduction to the special issue on MCM 2017 | 2021-03-02 | Paper |
| Sorting methods and convergence rates for Array-RQMC: some empirical comparisons | 2021-03-01 | Paper |
| Random numbers for parallel computers: requirements and methods, with emphasis on gpus | 2021-02-19 | Paper |
| Sampling Conditionally on a Rare Event via Generalized Splitting | 2021-02-01 | Paper |
| Spectral Analysis of the MIXMAX Random Number Generators | 2020-12-11 | Paper |
| Sudoku Latin Square Sampling for Markov Chain Simulation | 2020-08-26 | Paper |
| An algorithm to compute the \(t\)-value of a digital net and of its projections | 2020-02-18 | Paper |
| Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning | 2019-06-11 | Paper |
| Randomized quasi-Monte Carlo: an introduction for practitioners | 2019-02-18 | Paper |
| Bootstrap confidence intervals for ratios of expectations | 2018-07-13 | Paper |
| Estimating small cell-loss ratios in ATM switches via importance sampling | 2018-06-12 | Paper |
| On the xorshift random number generators | 2018-06-12 | Paper |
| Asymptotic robustness of estimators in rare-event simulation | 2018-04-16 | Paper |
| Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers | 2017-07-13 | Paper |
| Static Network Reliability Estimation under the Marshall-Olkin Copula | 2017-06-30 | Paper |
| An adaptive zero-variance importance sampling approximation for static network dependability evaluation | 2016-11-10 | Paper |
| Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers | 2016-10-07 | Paper |
| Rate-Based Daily Arrival Process Models with Application to Call Centers | 2016-07-25 | Paper |
| Retail store scheduling for profit | 2016-06-27 | Paper |
| Markov chain importance sampling with applications to rare event probability estimation | 2015-10-16 | Paper |
| On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators | 2015-01-27 | Paper |
| On Figures of Merit for Randomly-Shifted Lattice Rules | 2013-07-31 | Paper |
| A normal copula model for the arrival process in a call center | 2013-06-13 | Paper |
| On the distribution of integration error by randomly-shifted lattice rules | 2013-05-27 | Paper |
| Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence | 2012-07-28 | Paper |
| Efficient jump ahead for \(\mathbb{F}_{2}\)-linear random number generators | 2012-07-28 | Paper |
| Variance bounds and existence results for randomly shifted lattice rules | 2012-05-14 | Paper |
| Approximating zero-variance importance sampling in a reliability setting | 2012-03-08 | Paper |
| Staffing Multiskill Call Centers via Linear Programming and Simulation | 2012-02-29 | Paper |
| Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model | 2012-02-21 | Paper |
| Modeling Daily Arrivals to a Telephone Call Center | 2012-02-19 | Paper |
| Variance Reduction via Lattice Rules | 2012-02-19 | Paper |
| A Dynamic Programming Procedure for Pricing American-Style Asian Options | 2012-02-19 | Paper |
| Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights | 2011-07-22 | Paper |
| Coupling from the past with randomized quasi-Monte Carlo | 2011-01-31 | Paper |
| Resolution-stationary random number generators | 2010-05-27 | Paper |
| Quasi-Monte Carlo methods with applications in finance | 2010-04-22 | Paper |
| On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates | 2010-02-15 | Paper |
| On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules | 2010-02-15 | Paper |
| Optimizing daily agent scheduling in a multiskill call center | 2009-12-10 | Paper |
| A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains | 2009-08-13 | Paper |
| A dynamic programming approach for pricing options embedded in bonds | 2009-07-01 | Paper |
| Importance sampling in rare event simulation | 2009-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3629715 | 2009-06-02 | Paper |
| Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation | 2009-02-10 | Paper |
| A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space | 2009-02-10 | Paper |
| Inverting the symmetrical beta distribution | 2008-12-21 | Paper |
| Improved long-period generators based on linear recurrences modulo 2 | 2008-12-21 | Paper |
| Rare events, splitting, and quasi-Monte Carlo | 2008-12-21 | Paper |
| TestU01 | 2008-12-21 | Paper |
| Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces | 2008-06-11 | Paper |
| A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections | 2008-06-11 | Paper |
| Markov chain models of a telephone call center with call blending | 2007-01-09 | Paper |
| Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space | 2006-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482380 | 2006-08-28 | Paper |
| Improved long-period generators based on linear recurrences modulo 2 | 2006-03-01 | Paper |
| Combination of General Antithetic Transformations and Control Variables | 2005-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453501 | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453520 | 2004-03-07 | Paper |
| Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation | 2004-01-20 | Paper |
| A random number generator based on the combination of four LCGs | 2003-08-21 | Paper |
| Combined generators with components from different families | 2003-05-19 | Paper |
| Sparse Serial Tests of Uniformity for Random Number Generators | 2003-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549510 | 2002-11-12 | Paper |
| Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators | 2002-10-30 | Paper |
| Close-Point Spatial Tests and Their Application to Random Number Generators | 2002-06-04 | Paper |
| Global Stochastic Optimization with Low-Dispersion Point Sets | 2002-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2779368 | 2002-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2779279 | 2002-04-15 | Paper |
| On selection criteria for lattice rules and other quasi-Monte Carlo point sets | 2002-03-21 | Paper |
| On the performance of birthday spacings tests with certain families of random number generators | 2002-03-05 | Paper |
| Beware of linear congruential generators with multipliers of the form a = ±2 q ±2 r | 2001-03-12 | Paper |
| Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature | 2000-10-19 | Paper |
| Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis | 2000-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4934383 | 2000-08-10 | Paper |
| Functional Estimation for a Multicomponent Age Replacement Model | 2000-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4934373 | 2000-05-11 | Paper |
| Lattice computations for random numbers | 2000-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4936371 | 2000-01-27 | Paper |
| Asymptotic Efficiency of Perturbation-Analysis-Based Stochastic Approximation with Averaging | 1999-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226445 | 1999-06-16 | Paper |
| Combined Multiple Recursive Random Number Generators | 1999-01-19 | Paper |
| Tables of maximally equidistributed combined LFSR generators | 1998-12-14 | Paper |
| Tables of linear congruential generators of different sizes and good lattice structure | 1998-12-03 | Paper |
| Tests based on sum-functions of spacings for uniform random numbers | 1998-11-25 | Paper |
| An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators | 1998-06-18 | Paper |
| Budget-Dependent Convergence Rate of Stochastic Approximation | 1998-05-12 | Paper |
| Implementing a random number package with splitting facilities | 1998-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369773 | 1998-01-12 | Paper |
| Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences | 1997-11-25 | Paper |
| Functional estimation with respect to a threshold parameter via dynamic split-and-merge | 1997-11-09 | Paper |
| Combining the stochastic counterpart and stochastic approximation methods | 1997-08-12 | Paper |
| Distribution properties of multiply-with-c arry random number generators | 1997-04-08 | Paper |
| Maximally equidistributed combined Tausworthe generators | 1997-01-05 | Paper |
| Efficient and portable combined Tausworthe random number generators | 1996-08-29 | Paper |
| Uniform random number generation | 1996-08-15 | Paper |
| On the lattice structure of the add-with-carry and subtract-with-borrow random number generators | 1996-08-15 | Paper |
| A search for good multiple recursive random number generators | 1996-07-24 | Paper |
| Orbits and lattices for linear random number generators with composite moduli | 1996-05-14 | Paper |
| Likelihood ratio gradient estimation for stochastic recursions | 1996-04-21 | Paper |
| Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators | 1996-02-01 | Paper |
| Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763599 | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763602 | 1995-08-21 | Paper |
| Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State | 1995-05-28 | Paper |
| On the Convergence Rates of IPA and FDC Derivative Estimators | 1995-02-06 | Paper |
| On the Lattice Structure of Certain Linear Congruential Sequences Related to AWC/SWB Generators | 1995-01-02 | Paper |
| Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140747 | 1993-11-28 | Paper |
| On the Distribution of k-Dimensional Vectors for Simple and Combined Tausworthe Sequences | 1993-08-15 | Paper |
| Convergence rates for steady-state derivative estimators | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026974 | 1993-02-21 | Paper |
| Structural Properties for Two Classes of Combined Random Number Generators | 1992-06-26 | Paper |
| A Unified View of the IPA, SF, and LR Gradient Estimation Techniques | 1990-01-01 | Paper |
| Noncooperative stochastic games under a n-stage local contraction assumption | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3493409 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3799852 | 1988-01-01 | Paper |
| Discrete Event Dynamic Programming with Simultaneous Events | 1988-01-01 | Paper |
| The Repair VS. Replacement problem: A stochastic control approach | 1987-01-01 | Paper |
| Approximation and bounds in discrete event dynamic programming | 1986-01-01 | Paper |
| Optimal research and development expenditures under an incremental tax incentive scheme | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3337978 | 1984-01-01 | Paper |
| Preventive Replacement for Multicomponent Systems: An Opportunistic Discrete-Time Dynamic Programming Model | 1983-01-01 | Paper |
| A stochastic control approach to group preventive replacement in a multicomponent system | 1982-01-01 | Paper |
