collaborators

1 paper

math.ST2023

Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm

Chao Zheng, Jiangtao Pan, Qun Wang

The randomized unbiased estimators of Rhee and Glynn (Operations Research:63(5), 1026-1043, 2015) can be highly efficient at approximating expectations of path functionals associat…