Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets - Archive ouverte HAL Access content directly
Conference Papers Year :

Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets

(1) , (2) , (3)
1
2
3

Domains

Computer Science [cs] Operations Research [cs.RO]
Fichier principal
Vignette du fichier
RESIM21-Tuffin.pdf (1.84 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Bruno Tuffin  : Connect in order to contact the contributor

https://hal.inria.fr/hal-03499024

Submitted on : Tuesday, December 21, 2021-12:08:05 PM

Last modification on : Thursday, January 26, 2023-4:03:13 AM

Long-term archiving on: Wednesday, March 23, 2022-10:19:09 AM

Download

Dates and versions

hal-03499024 , version 1 (21-12-2021)

Identifiers

  • HAL Id : hal-03499024 , version 1

Cite

Peter W Glynn, Marvin K Nakayama, Bruno Tuffin. Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets. RESIM 2021 13th International Workshop on Rare Event Simulation, May 2021, Paris, France. ⟨hal-03499024⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

UNIV-RENNES1 CNRS INRIA INSA-RENNES IRISA CENTRALESUPELEC INRIA2 UR1-MATH-STIC UR1-UFR-ISTIC UNIV-RENNES UR1-MATH-NUM
20 View
16 Download

Share

Gmail Facebook Twitter LinkedIn More