6 results
Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling
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- Journal:
- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 04 January 2016, pp. 1173-1196
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- December 2012
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Corrected random walk approximations to free boundary problems in optimal stopping
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- Journal:
- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
- Published online by Cambridge University Press:
- 01 July 2016, pp. 753-775
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- September 2007
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Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
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- Advances in Applied Probability / Volume 33 / Issue 3 / September 2001
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- 01 July 2016, pp. 652-673
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- September 2001
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Wald's equations, first passage times and moments of ladder variables in Markov random walks
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- Journal of Applied Probability / Volume 35 / Issue 3 / September 1998
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- 14 July 2016, pp. 566-580
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- September 1998
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Open bandit processes and optimal scheduling of queueing networks
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- Advances in Applied Probability / Volume 20 / Issue 2 / June 1988
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- 01 July 2016, pp. 447-472
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- June 1988
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Optimal stopping and dynamic allocation
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- Journal:
- Advances in Applied Probability / Volume 19 / Issue 4 / December 1987
- Published online by Cambridge University Press:
- 01 July 2016, pp. 829-853
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- December 1987
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