Estimating nested expectations without inner conditional sampling and application to value of information analysis

Publication date: 7 June 2023

Monte Carlo methods (65C05) Management decision making, including multiple objectives (90B50) Numerical quadrature and cubature formulas (65D32) Numerical approximation of high-dimensional functions; sparse grids (65D40)

This page was built for publication: Estimating nested expectations without inner conditional sampling and application to value of information analysis