2008 |
9 | EE | Robert J. Adler,
Jose Blanchet,
Jingchen Liu:
Efficient simulation for tail probabilities of Gaussian random fields.
Winter Simulation Conference 2008: 328-336 |
8 | EE | Jose Blanchet,
Jingchen Liu,
Bert Zwart:
Large deviations perspective on ordinal optimization of heavy-tailed systems.
Winter Simulation Conference 2008: 489-494 |
7 | EE | Jose Blanchet,
Sandeep Juneja,
Leonardo Rojas-Nandayapa:
Efficient tail estimation for sums of correlated lognormals.
Winter Simulation Conference 2008: 607-614 |
2007 |
6 | EE | Jose Blanchet,
Bert Zwart:
Importance sampling of compounding processes.
Winter Simulation Conference 2007: 372-379 |
5 | EE | Xiaowei Zhang,
Jose Blanchet,
Peter W. Glynn:
Efficient suboptimal rare-event simulation.
Winter Simulation Conference 2007: 389-394 |
4 | EE | Jose Blanchet,
Michel Mandjes:
Editorial: rare-event simulation for queues.
Queueing Syst. 57(2-3): 57-59 (2007) |
3 | EE | Jose Blanchet,
Peter W. Glynn,
Jingchen Liu:
Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue.
Queueing Syst. 57(2-3): 99-113 (2007) |
2006 |
2 | EE | Jose Blanchet,
Peter W. Glynn:
Strongly efficient estimators for light-tailed sums.
VALUETOOLS 2006: 18 |
1 | EE | Jose Blanchet:
Importance sampling and efficient counting of 0-1 contingency tables.
VALUETOOLS 2006: 20 |