| Publication | Date of Publication | Type |
|---|
Density Estimation by Monte Carlo and Quasi-Monte Carlo
Springer Proceedings in Mathematics & Statistics | 2024-02-14 | Paper |
Density Estimation by Monte Carlo and Quasi-Monte Carlo
Springer Proceedings in Mathematics & Statistics | 2024-02-14 | Paper |
A Tool for Custom Construction of QMC and RQMC Point Sets
Springer Proceedings in Mathematics & Statistics | 2024-02-14 | Paper |
Four Canadian Contributions to Stochastic Modeling
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
SIAM Journal on Scientific Computing | 2022-09-02 | Paper |
Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
INFORMS Journal on Computing | 2022-07-01 | Paper |
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
(available as arXiv preprint) | 2022-01-23 | Paper |
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling
Mathematical Programming. Series A. Series B | 2021-10-20 | Paper |
Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
Bulletin of Mathematical Biology | 2021-08-09 | Paper |
Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
Bulletin of Mathematical Biology | 2021-08-09 | Paper |
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty
European Journal of Operational Research | 2021-06-07 | Paper |
Density estimation by randomized quasi-Monte Carlo
SIAM/ASA Journal on Uncertainty Quantification | 2021-04-13 | Paper |
Quasi-Monte Carlo simulation of coagulation-fragmentation
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
Editorial introduction to the special issue on MCM 2017
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
Random numbers for parallel computers: requirements and methods, with emphasis on gpus
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
Sampling Conditionally on a Rare Event via Generalized Splitting
INFORMS Journal on Computing | 2021-02-01 | Paper |
Spectral Analysis of the MIXMAX Random Number Generators
INFORMS Journal on Computing | 2020-12-11 | Paper |
Sudoku Latin Square Sampling for Markov Chain Simulation
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
An algorithm to compute the \(t\)-value of a digital net and of its projections
Journal of Computational and Applied Mathematics | 2020-02-18 | Paper |
Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning
(available as arXiv preprint) | 2019-06-11 | Paper |
| Randomized quasi-Monte Carlo: an introduction for practitioners | 2019-02-18 | Paper |
Bootstrap confidence intervals for ratios of expectations
ACM Transactions on Modeling and Computer Simulation | 2018-07-13 | Paper |
Estimating small cell-loss ratios in ATM switches via importance sampling
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
On the xorshift random number generators
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | 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 |
An adaptive zero-variance importance sampling approximation for static network dependability evaluation
Computers & Operations Research | 2016-11-10 | Paper |
Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers
European Journal of Operational Research | 2016-10-07 | Paper |
Rate-based daily arrival process models with application to call centers
Operations Research | 2016-07-25 | Paper |
Retail store scheduling for profit
European Journal of Operational Research | 2016-06-27 | Paper |
Markov chain importance sampling with applications to rare event probability estimation
Statistics and Computing | 2015-10-16 | Paper |
On the lattice structure of a special class of multiple recursive random number generators
INFORMS Journal on Computing | 2015-01-27 | Paper |
On figures of merit for randomly-shifted lattice rules
Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
A normal copula model for the arrival process in a call center
International Transactions in Operational Research | 2013-06-13 | Paper |
On the distribution of integration error by randomly-shifted lattice rules
Electronic Journal of Statistics | 2013-05-27 | Paper |
Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence
INFORMS Journal on Computing | 2012-07-28 | Paper |
Efficient jump ahead for \(\mathbb{F}_{2}\)-linear random number generators
INFORMS Journal on Computing | 2012-07-28 | Paper |
Variance bounds and existence results for randomly shifted lattice rules
Journal of Computational and Applied Mathematics | 2012-05-14 | Paper |
Approximating zero-variance importance sampling in a reliability setting
Annals of Operations Research | 2012-03-08 | Paper |
Staffing multiskill call centers via linear programming and simulation
Management Science | 2012-02-29 | Paper |
Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model
Management Science | 2012-02-21 | Paper |
Modeling Daily Arrivals to a Telephone Call Center
Management Science | 2012-02-19 | Paper |
Variance reduction via lattice rules
Management Science | 2012-02-19 | Paper |
A dynamic programming procedure for pricing American-style Asian options
Management Science | 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
Journal of Complexity | 2011-07-22 | Paper |
Coupling from the past with randomized quasi-Monte Carlo
Mathematics and Computers in Simulation | 2011-01-31 | Paper |
Resolution-stationary random number generators
Mathematics and Computers in Simulation | 2010-05-27 | Paper |
Quasi-Monte Carlo methods with applications in finance
Finance and Stochastics | 2010-04-22 | Paper |
On array-RQMC for Markov chains: Mapping alternatives and convergence rates
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Optimizing daily agent scheduling in a multiskill call center
European Journal of Operational Research | 2009-12-10 | Paper |
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
Operations Research | 2009-08-13 | Paper |
A dynamic programming approach for pricing options embedded in bonds
Journal of Economic Dynamics and Control | 2009-07-01 | 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 |
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
Sequences and Their Applications - SETA 2008 | 2009-02-10 | Paper |
A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space
Sequences and Their Applications - SETA 2008 | 2009-02-10 | Paper |
Inverting the symmetrical beta distribution
ACM Transactions on Mathematical Software | 2008-12-21 | Paper |
Improved long-period generators based on linear recurrences modulo 2
ACM Transactions on Mathematical Software | 2008-12-21 | Paper |
Rare events, splitting, and quasi-Monte Carlo
ACM Transactions on Modeling and Computer Simulation | 2008-12-21 | Paper |
TestU01
ACM Transactions on Mathematical Software | 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
Monte Carlo and Quasi-Monte Carlo Methods 2006 | 2008-06-11 | Paper |
Markov chain models of a telephone call center with call blending
Computers & Operations Research | 2007-01-09 | Paper |
| Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space | 2006-08-28 | Paper |
| scientific article; zbMATH DE number 5049863 (Why is no real title available?) | 2006-08-28 | Paper |
Improved long-period generators based on linear recurrences modulo 2
ACM Transactions on Mathematical Software | 2006-03-01 | Paper |
Combination of General Antithetic Transformations and Control Variables
Mathematics of Operations Research | 2005-11-11 | Paper |
| scientific article; zbMATH DE number 2051209 (Why is no real title available?) | 2004-03-07 | Paper |
| scientific article; zbMATH DE number 2051228 (Why is no real title available?) | 2004-03-07 | Paper |
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
SIAM Journal on Scientific Computing | 2004-01-20 | Paper |
A random number generator based on the combination of four LCGs
Mathematics and Computers in Simulation | 2003-08-21 | Paper |
Combined generators with components from different families
Mathematics and Computers in Simulation | 2003-05-19 | Paper |
Sparse Serial Tests of Uniformity for Random Number Generators
SIAM Journal on Scientific Computing | 2003-01-05 | Paper |
| scientific article; zbMATH DE number 1790442 (Why is no real title available?) | 2002-11-12 | Paper |
Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
Operations Research | 2002-10-30 | Paper |
Close-Point Spatial Tests and Their Application to Random Number Generators
Operations Research | 2002-06-04 | Paper |
Global Stochastic Optimization with Low-Dispersion Point Sets
Operations Research | 2002-06-04 | Paper |
| scientific article; zbMATH DE number 1728308 (Why is no real title available?) | 2002-04-15 | Paper |
| scientific article; zbMATH DE number 1728257 (Why is no real title available?) | 2002-04-15 | Paper |
On selection criteria for lattice rules and other quasi-Monte Carlo point sets
Mathematics and Computers in Simulation | 2002-03-21 | Paper |
On the performance of birthday spacings tests with certain families of random number generators
Mathematics and Computers in Simulation | 2002-03-05 | Paper |
Beware of linear congruential generators with multipliers of the form a = ±2 q ±2 r
ACM Transactions on Mathematical Software | 2001-03-12 | Paper |
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
SIAM Journal on Scientific Computing | 2000-10-19 | Paper |
Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis
Discrete Event Dynamic Systems | 2000-08-24 | Paper |
| scientific article; zbMATH DE number 1390116 (Why is no real title available?) | 2000-08-10 | Paper |
Functional Estimation for a Multicomponent Age Replacement Model
American Journal of Mathematical and Management Sciences | 2000-07-24 | Paper |
| scientific article; zbMATH DE number 1390106 (Why is no real title available?) | 2000-05-11 | Paper |
Lattice computations for random numbers
Mathematics of Computation | 2000-03-15 | Paper |
| scientific article; zbMATH DE number 1394255 (Why is no real title available?) | 2000-01-27 | Paper |
Asymptotic Efficiency of Perturbation-Analysis-Based Stochastic Approximation with Averaging
SIAM Journal on Control and Optimization | 1999-11-23 | Paper |
| scientific article; zbMATH DE number 1246222 (Why is no real title available?) | 1999-06-16 | Paper |
Combined Multiple Recursive Random Number Generators
Operations Research | 1999-01-19 | Paper |
Tables of maximally equidistributed combined LFSR generators
Mathematics of Computation | 1998-12-14 | Paper |
Tables of linear congruential generators of different sizes and good lattice structure
Mathematics of Computation | 1998-12-03 | Paper |
Tests based on sum-functions of spacings for uniform random numbers
Journal of Statistical Computation and Simulation | 1998-11-25 | Paper |
An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
INFORMS Journal on Computing | 1998-06-18 | Paper |
Budget-Dependent Convergence Rate of Stochastic Approximation
SIAM Journal on Optimization | 1998-05-12 | Paper |
Implementing a random number package with splitting facilities
ACM Transactions on Mathematical Software | 1998-03-18 | Paper |
| scientific article; zbMATH DE number 1103064 (Why is no real title available?) | 1998-01-12 | Paper |
Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences
INFORMS Journal on Computing | 1997-11-25 | Paper |
Functional estimation with respect to a threshold parameter via dynamic split-and-merge
Discrete Event Dynamic Systems | 1997-11-09 | Paper |
Combining the stochastic counterpart and stochastic approximation methods
Discrete Event Dynamic Systems | 1997-08-12 | Paper |
Distribution properties of multiply-with-c arry random number generators
Mathematics of Computation | 1997-04-08 | Paper |
Maximally equidistributed combined Tausworthe generators
Mathematics of Computation | 1997-01-05 | Paper |
Efficient and portable combined Tausworthe random number generators
ACM Transactions on Modeling and Computer Simulation | 1996-08-29 | Paper |
Uniform random number generation
Annals of Operations Research | 1996-08-15 | Paper |
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators
ACM Transactions on Modeling and Computer Simulation | 1996-08-15 | Paper |
A search for good multiple recursive random number generators
ACM Transactions on Modeling and Computer Simulation | 1996-07-24 | Paper |
Orbits and lattices for linear random number generators with composite moduli
Mathematics of Computation | 1996-05-14 | Paper |
Likelihood ratio gradient estimation for stochastic recursions
Advances in Applied Probability | 1996-04-21 | Paper |
Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators
Management Science | 1996-02-01 | Paper |
Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
Management Science | 1995-10-25 | Paper |
| scientific article; zbMATH DE number 744084 (Why is no real title available?) | 1995-08-21 | Paper |
| scientific article; zbMATH DE number 744087 (Why is no real title available?) | 1995-08-21 | Paper |
Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
Management Science | 1995-05-28 | Paper |
On the Convergence Rates of IPA and FDC Derivative Estimators
Operations Research | 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
Discrete Event Dynamic Systems | 1994-03-14 | Paper |
| scientific article; zbMATH DE number 440592 (Why is no real title available?) | 1993-11-28 | Paper |
On the Distribution of k-Dimensional Vectors for Simple and Combined Tausworthe Sequences
Mathematics of Computation | 1993-08-15 | Paper |
Convergence rates for steady-state derivative estimators
Annals of Operations Research | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 125279 (Why is no real title available?) | 1993-02-21 | Paper |
Structural Properties for Two Classes of Combined Random Number Generators
Mathematics of Computation | 1992-06-26 | Paper |
A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
Management Science | 1990-01-01 | Paper |
Noncooperative stochastic games under a n-stage local contraction assumption
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4167009 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4066674 (Why is no real title available?) | 1988-01-01 | Paper |
Discrete Event Dynamic Programming with Simultaneous Events
Mathematics of Operations Research | 1988-01-01 | Paper |
The Repair VS. Replacement problem: A stochastic control approach
Optimal Control Applications & Methods | 1987-01-01 | Paper |
Approximation and bounds in discrete event dynamic programming
IEEE Transactions on Automatic Control | 1986-01-01 | Paper |
Optimal research and development expenditures under an incremental tax incentive scheme
Operations Research Letters | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3871063 (Why is no real title available?) | 1984-01-01 | Paper |
Preventive Replacement for Multicomponent Systems: An Opportunistic Discrete-Time Dynamic Programming Model
IEEE Transactions on Reliability | 1983-01-01 | Paper |
A stochastic control approach to group preventive replacement in a multicomponent system
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
