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"Adaptive Importance Sampling Technique for Markov Chains Using Stochastic ..."

T. P. I. Ahamed, Vivek S. Borkar, S. Juneja (2006)

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DOI: 10.1287/OPRE.1060.0291

access: closed

type: Journal Article

metadata version: 2020-03-31

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T. P. I. Ahamed, Vivek S. Borkar, S. Juneja:
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation. Oper. Res. 54(3): 489-504 (2006)

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