On sampling rates in simulation-based recursions
- Raghu Pasupathy
- Peter W. Glynn
- et al.
- 2018
- SIOPT
Publications
6 results for Raghu Pasupathy
On adaptive sampling rules for stochastic recursions
- Fatemeh S. Hashemi
- Soumyadip Ghosh
- et al.
- 2014
- WSC 2014
Low-storage online estimators for quantiles and densities
- Soumyadip Ghosh
- Raghu Pasupathy
- 2013
- WSC 2013
Integer-ordered simulation optimization using R-SPLINE: Retrospective search with piecewise-linear interpolation and neighborhood enumeration
- Honggang Wang
- Raghu Pasupathy
- et al.
- 2013
- ACM TOMACS
C-NORTA: A rejection procedure for sampling from the tail of bivariate NORTA distributions
- Soumyadip Ghosh
- Raghu Pasupathy
- 2012
- INFORMS Journal on Computing
On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs
- Soumyadip Ghosh
- Raghu Pasupathy
- 2011
- WSC 2011