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20192026
most citedCity-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic

33 citations · 35 across the 13 of their papers we have counts for

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q-fin.RM2022

Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk

Anand Deo, Karthyek Murthy, Tirtho Sarker

This paper investigates the use of retrospective approximation solution paradigm in solving risk-averse optimization problems effectively via importance sampling (IS). While IS ser…