Resource Allocation Among Simulation Time Steps

DOI10.1287/OPRE.51.6.908.24922MaRDI QIDQ3637398zbMATH OpenOpenAlexFDO

Authors Paul Glasserman, Jeremy Staum

Publication date 9 July 2009

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/9221

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stopping in statistics (62L15)

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Cited in

(5)

• Non-convex isotonic regression via the Myersonian approach
• Simulation Exercise on Time Perception Parameters in Discrete‐time Dynamic Assignment Models
• On the optimal design of the randomized unbiased Monte Carlo estimators
• Fast simulations in credit risk
• Optimal unbiased estimation for expected cumulative discounted cost

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