Lim, Eunji; Glynn, Peter W. Simulation-based prediction. (English) Zbl 07809594 Oper. Res. 71, No. 1, 47-60 (2023). MSC: 90Cxx PDFBibTeX XMLCite \textit{E. Lim} and \textit{P. W. Glynn}, Oper. Res. 71, No. 1, 47--60 (2023; Zbl 07809594) Full Text: DOI
Shah, Devavrat; Xie, Qiaomin; Xu, Zhi Nonasymptotic analysis of Monte Carlo tree search. (English) Zbl 1510.90286 Oper. Res. 70, No. 6, 3234-3260 (2022). MSC: 90C40 PDFBibTeX XMLCite \textit{D. Shah} et al., Oper. Res. 70, No. 6, 3234--3260 (2022; Zbl 1510.90286) Full Text: DOI arXiv
Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. (English) Zbl 1460.62035 Oper. Res. 68, No. 6, 1896-1912 (2020). MSC: 62F12 62L20 62-08 65C05 PDFBibTeX XMLCite \textit{Y. Peng} et al., Oper. Res. 68, No. 6, 1896--1912 (2020; Zbl 1460.62035) Full Text: DOI Link
Jiang, Daniel R.; Al-Kanj, Lina; Powell, Warren B. Optimistic Monte Carlo tree search with sampled information relaxation dual bounds. (English) Zbl 1457.90168 Oper. Res. 68, No. 6, 1678-1697 (2020). MSC: 90C39 90C90 PDFBibTeX XMLCite \textit{D. R. Jiang} et al., Oper. Res. 68, No. 6, 1678--1697 (2020; Zbl 1457.90168) Full Text: DOI arXiv
Bertsimas, Dimitris; Sturt, Bradley Computation of exact bootstrap confidence intervals: complexity and deterministic algorithms. (English) Zbl 1445.90025 Oper. Res. 68, No. 3, 949-964 (2020). MSC: 90B25 62M20 90C59 PDFBibTeX XMLCite \textit{D. Bertsimas} and \textit{B. Sturt}, Oper. Res. 68, No. 3, 949--964 (2020; Zbl 1445.90025) Full Text: DOI
Guasoni, Paolo; Mayerhofer, Eberhard Technical note: Options portfolio selection. (English) Zbl 1455.91235 Oper. Res. 68, No. 3, 733-740 (2020). MSC: 91G10 91G20 91G60 PDFBibTeX XMLCite \textit{P. Guasoni} and \textit{E. Mayerhofer}, Oper. Res. 68, No. 3, 733--740 (2020; Zbl 1455.91235) Full Text: DOI
Blanchet, Jose; Li, Juan; Nakayama, Marvin K. Rare-event simulation for distribution networks. (English) Zbl 1444.90002 Oper. Res. 67, No. 5, 1383-1396 (2019). MSC: 90-10 90B10 90C15 PDFBibTeX XMLCite \textit{J. Blanchet} et al., Oper. Res. 67, No. 5, 1383--1396 (2019; Zbl 1444.90002) Full Text: DOI arXiv
Vihola, Matti Unbiased estimators and multilevel Monte Carlo. (English) Zbl 1457.62173 Oper. Res. 66, No. 2, 448-462 (2018). MSC: 62H12 60H15 65C05 PDFBibTeX XMLCite \textit{M. Vihola}, Oper. Res. 66, No. 2, 448--462 (2018; Zbl 1457.62173) Full Text: DOI arXiv Link
Dassios, Angelos; Zhao, Hongbiao Efficient simulation of clustering jumps with CIR intensity. (English) Zbl 1405.91545 Oper. Res. 65, No. 6, 1494-1515 (2017). MSC: 91G10 60G55 60J75 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{H. Zhao}, Oper. Res. 65, No. 6, 1494--1515 (2017; Zbl 1405.91545) Full Text: DOI Link
Kang, Chulmin; Kang, Wanmo; Lee, Jong Mun Exact simulation of the Wishart multidimensional stochastic volatility model. (English) Zbl 1410.91487 Oper. Res. 65, No. 5, 1190-1206 (2017). MSC: 91G60 65C05 60H30 PDFBibTeX XMLCite \textit{C. Kang} et al., Oper. Res. 65, No. 5, 1190--1206 (2017; Zbl 1410.91487) Full Text: DOI arXiv
Rosenbaum, Imry; Staum, Jeremy Multilevel Monte Carlo metamodeling. (English) Zbl 1380.65014 Oper. Res. 65, No. 4, 1062-1077 (2017). MSC: 65C05 62K05 PDFBibTeX XMLCite \textit{I. Rosenbaum} and \textit{J. Staum}, Oper. Res. 65, No. 4, 1062--1077 (2017; Zbl 1380.65014) Full Text: DOI
Wang, Xiaoqun Handling discontinuities in financial engineering: good path simulation and smoothing. (English) Zbl 1342.91044 Oper. Res. 64, No. 2, 297-314 (2016). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{X. Wang}, Oper. Res. 64, No. 2, 297--314 (2016; Zbl 1342.91044) Full Text: DOI
Secomandi, Nicola Merchant commodity storage practice revisited. (English) Zbl 1338.90287 Oper. Res. 63, No. 5, 1131-1143 (2015). MSC: 90C15 90C59 90C90 PDFBibTeX XMLCite \textit{N. Secomandi}, Oper. Res. 63, No. 5, 1131--1143 (2015; Zbl 1338.90287) Full Text: DOI
Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. Risk estimation via regression. (English) Zbl 1347.91235 Oper. Res. 63, No. 5, 1077-1097 (2015). MSC: 91G70 62G08 62P05 65C05 PDFBibTeX XMLCite \textit{M. Broadie} et al., Oper. Res. 63, No. 5, 1077--1097 (2015; Zbl 1347.91235) Full Text: DOI
Rhee, Chang-Han; Glynn, Peter W. Unbiased estimation with square root convergence for SDE models. (English) Zbl 1347.65016 Oper. Res. 63, No. 5, 1026-1043 (2015). MSC: 65C30 60H35 65C05 91G60 PDFBibTeX XMLCite \textit{C.-H. Rhee} and \textit{P. W. Glynn}, Oper. Res. 63, No. 5, 1026--1043 (2015; Zbl 1347.65016) Full Text: DOI Link
Jiang, Guangxin; Fu, Michael C. Technical note: On estimating quantile sensitivities via infinitesimal perturbation analysis. (English) Zbl 1329.65008 Oper. Res. 63, No. 2, 435-441 (2015). MSC: 65C05 62F12 65C60 PDFBibTeX XMLCite \textit{G. Jiang} and \textit{M. C. Fu}, Oper. Res. 63, No. 2, 435--441 (2015; Zbl 1329.65008) Full Text: DOI
Cai, Ning; Song, Yingda; Kou, Steven A general framework for pricing Asian options under Markov processes. (English) Zbl 1377.91156 Oper. Res. 63, No. 3, 540-554 (2015). MSC: 91G20 60H30 91G60 PDFBibTeX XMLCite \textit{N. Cai} et al., Oper. Res. 63, No. 3, 540--554 (2015; Zbl 1377.91156) Full Text: DOI Link
Liu, Guangwu Simulating risk contributions of credit portfolios. (English) Zbl 1377.91165 Oper. Res. 63, No. 1, 104-121 (2015). MSC: 91G60 65C05 91G40 PDFBibTeX XMLCite \textit{G. Liu}, Oper. Res. 63, No. 1, 104--121 (2015; Zbl 1377.91165) Full Text: DOI
Chen, Nan; Liu, Yanchu American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach. (English) Zbl 1307.91172 Oper. Res. 62, No. 3, 616-632 (2014). MSC: 91G20 91G60 91G70 PDFBibTeX XMLCite \textit{N. Chen} and \textit{Y. Liu}, Oper. Res. 62, No. 3, 616--632 (2014; Zbl 1307.91172) Full Text: DOI
Wang, Xiaoqun; Sloan, Ian H. Quasi-Monte Carlo methods in financial engineering: an equivalence principle and dimension reduction. (English) Zbl 1217.91202 Oper. Res. 59, No. 1, 80-95 (2011). MSC: 91G60 65C05 91G70 60J70 91G20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{I. H. Sloan}, Oper. Res. 59, No. 1, 80--95 (2011; Zbl 1217.91202) Full Text: DOI Link
Hong, L. Jeff; Liu, Guangwu Pathwise estimation of probability sensitivities through terminating or steady-state simulations. (English) Zbl 1342.62048 Oper. Res. 58, No. 2, 357-370 (2010). MSC: 62G05 60F05 65C05 PDFBibTeX XMLCite \textit{L. J. Hong} and \textit{G. Liu}, Oper. Res. 58, No. 2, 357--370 (2010; Zbl 1342.62048) Full Text: DOI Link
Cont, Rama; Stoikov, Sasha; Talreja, Rishi A stochastic model for order book dynamics. (English) Zbl 1232.91719 Oper. Res. 58, No. 3, 549-563 (2010). MSC: 91G70 91G60 90B22 PDFBibTeX XMLCite \textit{R. Cont} et al., Oper. Res. 58, No. 3, 549--563 (2010; Zbl 1232.91719) Full Text: DOI Link
Baumert, Stephen; Ghate, Archis; Kiatsupaibul, Seksan; Shen, Yanfang; Smith, Robert L.; Zabinsky, Zelda B. Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles. (English) Zbl 1228.60081 Oper. Res. 57, No. 3, 727-739 (2009). MSC: 60J22 60E05 65C05 60J20 PDFBibTeX XMLCite \textit{S. Baumert} et al., Oper. Res. 57, No. 3, 727--739 (2009; Zbl 1228.60081) Full Text: DOI
L’Ecuyer, Pierre; Lécot, Christian; Tuffin, Bruno A randomized quasi-Monte Carlo simulation method for Markov chains. (English) Zbl 1167.90673 Oper. Res. 56, No. 4, 958-975 (2008). MSC: 90C40 65C05 PDFBibTeX XMLCite \textit{P. L'Ecuyer} et al., Oper. Res. 56, No. 4, 958--975 (2008; Zbl 1167.90673) Full Text: DOI Link
Kaniel, Ron; Tompaidis, Stathis; Zemlianov, Alexander Efficient computation of hedging parameters for discretely exercisable options. (English) Zbl 1167.91371 Oper. Res. 56, No. 4, 811-826 (2008). MSC: 91G60 65C05 PDFBibTeX XMLCite \textit{R. Kaniel} et al., Oper. Res. 56, No. 4, 811--826 (2008; Zbl 1167.91371) Full Text: DOI Link
Giles, Michael B. Multilevel Monte Carlo path simulation. (English) Zbl 1167.65316 Oper. Res. 56, No. 3, 607-617 (2008). MSC: 65C05 68Q25 91G60 PDFBibTeX XMLCite \textit{M. B. Giles}, Oper. Res. 56, No. 3, 607--617 (2008; Zbl 1167.65316) Full Text: DOI
Feng, Liming; Linetsky, Vadim Pricing options in jump-diffusion models: an extrapolation approach. (English) Zbl 1167.91367 Oper. Res. 56, No. 2, 304-325 (2008). MSC: 91G60 91G20 91-08 60J75 65C30 PDFBibTeX XMLCite \textit{L. Feng} and \textit{V. Linetsky}, Oper. Res. 56, No. 2, 304--325 (2008; Zbl 1167.91367) Full Text: DOI Link
Wang, Xiaoqun On the effects of dimension reduction techniques on some high-dimensional problems in finance. (English) Zbl 1167.91376 Oper. Res. 54, No. 6, 1063-1078 (2006). MSC: 91G60 65C05 PDFBibTeX XMLCite \textit{X. Wang}, Oper. Res. 54, No. 6, 1063--1078 (2006; Zbl 1167.91376) Full Text: DOI
Broadie, M.; Yamamoto, Y. A double-exponential fast Gauss transform algorithm for pricing discrete path-dependent options. (English) Zbl 1165.91394 Oper. Res. 53, No. 5, 764-779 (2005). MSC: 91G60 65R10 91G20 PDFBibTeX XMLCite \textit{M. Broadie} and \textit{Y. Yamamoto}, Oper. Res. 53, No. 5, 764--779 (2005; Zbl 1165.91394) Full Text: DOI Link
Glasserman, Paul; Yu, Bin Large sample properties of weighted Monte Carlo estimators. (English) Zbl 1165.65303 Oper. Res. 53, No. 2, 298-312 (2005). MSC: 65C05 62G05 PDFBibTeX XMLCite \textit{P. Glasserman} and \textit{B. Yu}, Oper. Res. 53, No. 2, 298--312 (2005; Zbl 1165.65303) Full Text: DOI Link
Haugh, Martin B.; Kogan, Leonid Pricing American options: a duality approach. (English) Zbl 1165.91401 Oper. Res. 52, No. 2, 258-270 (2004). MSC: 91G60 49N15 60G40 60G44 65C05 91G20 93E20 PDFBibTeX XMLCite \textit{M. B. Haugh} and \textit{L. Kogan}, Oper. Res. 52, No. 2, 258--270 (2004; Zbl 1165.91401) Full Text: DOI Link
Glasserman, Paul; Staum, Jeremy Conditioning on one-step survival for barrier option simulations. (English) Zbl 1163.91398 Oper. Res. 49, No. 6, 923-937 (2001). MSC: 91G60 65C05 PDFBibTeX XMLCite \textit{P. Glasserman} and \textit{J. Staum}, Oper. Res. 49, No. 6, 923--937 (2001; Zbl 1163.91398) Full Text: DOI Link
Shih, Fen-Ru; Mazumdar, Mainak; Bloom, Jeremy A. Asymptotic mean and variance of electric power generation system production costs via recursive computation of the fundamental matrix of a Markov chain. (English) Zbl 0976.90036 Oper. Res. 47, No. 5, 703-712 (1999). MSC: 90B30 90C40 90C59 PDFBibTeX XMLCite \textit{F.-R. Shih} et al., Oper. Res. 47, No. 5, 703--712 (1999; Zbl 0976.90036) Full Text: DOI
Morton, David P. Stopping rules for a class of sampling-based stochastic programming algorithms. (English) Zbl 0979.90093 Oper. Res. 46, No. 5, 710-718 (1998). MSC: 90C15 PDFBibTeX XMLCite \textit{D. P. Morton}, Oper. Res. 46, No. 5, 710--718 (1998; Zbl 0979.90093) Full Text: DOI Link
Fishman, George S. Markov chain sampling and the product estimator. (English) Zbl 0822.60066 Oper. Res. 42, No. 6, 1137-1145 (1994). MSC: 60J20 65C10 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 42, No. 6, 1137--1145 (1994; Zbl 0822.60066) Full Text: DOI
Glynn, Peter W.; Whitt, Ward The asymptotic efficiency of simulation estimators. (English) Zbl 0760.62009 Oper. Res. 40, No. 3, 505-520 (1992). Reviewer: R.Zielinski (Warszawa) MSC: 62C99 65C05 PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{W. Whitt}, Oper. Res. 40, No. 3, 505--520 (1992; Zbl 0760.62009) Full Text: DOI
Glynn, Peter W.; Heidelberger, Philip Bias properties of budget constrained simulations. (English) Zbl 0743.65006 Oper. Res. 38, No. 5, 801-814 (1990). Reviewer: I.Dimov (Sofia) MSC: 65C05 65C99 65Y05 PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{P. Heidelberger}, Oper. Res. 38, No. 5, 801--814 (1990; Zbl 0743.65006) Full Text: DOI Link
Nelson, Barry L. Control variate remedies. (English) Zbl 0731.62071 Oper. Res. 38, No. 6, 974-992 (1990). MSC: 62F03 65C05 62F99 65C10 PDFBibTeX XMLCite \textit{B. L. Nelson}, Oper. Res. 38, No. 6, 974--992 (1990; Zbl 0731.62071) Full Text: DOI Link
Robinson, Lawrence W. Optimal and approximate policies in multiperiod, multilocation inventory models with transshipments. (English) Zbl 0716.90031 Oper. Res. 38, No. 2, 278-295 (1990). MSC: 90B05 PDFBibTeX XMLCite \textit{L. W. Robinson}, Oper. Res. 38, No. 2, 278--295 (1990; Zbl 0716.90031) Full Text: DOI
Kang, Keebom; Schmeiser, Bruce Graphical methods for evaluating and comparing confidence-interval procedures. (English) Zbl 0705.62012 Oper. Res. 38, No. 3, 546-553 (1990). MSC: 62A09 65C05 62F25 PDFBibTeX XMLCite \textit{K. Kang} and \textit{B. Schmeiser}, Oper. Res. 38, No. 3, 546--553 (1990; Zbl 0705.62012) Full Text: DOI
Fishman, George S. Estimating the s-t reliability function using importance and stratified sampling. (English) Zbl 0673.62090 Oper. Res. 37, No. 3, 462-473 (1989). MSC: 62N05 94C99 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 37, No. 3, 462--473 (1989; Zbl 0673.62090) Full Text: DOI
Fishman, George S. The distribution of maximum flow with applications to multistate reliability systems. (English) Zbl 0633.62097 Oper. Res. 35, 607-618 (1987). MSC: 62N05 94C99 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 35, 607--618 (1987; Zbl 0633.62097) Full Text: DOI
Nozari, Ardavan; Arnold, Steven F.; Pegden, C. Dennis Statistical analysis for use with the Schruben and Margolin correlation induction strategy. (English) Zbl 0633.62027 Oper. Res. 35, 127-139 (1987). Reviewer: J.Panaretos MSC: 62F10 65C05 62F03 62F25 65C20 PDFBibTeX XMLCite \textit{A. Nozari} et al., Oper. Res. 35, 127--139 (1987; Zbl 0633.62027) Full Text: DOI
Fishman, George S. A Monte Carlo sampling plan for estimating network reliability. (English) Zbl 0624.62093 Oper. Res. 34, 581-594 (1986). MSC: 62N05 90B25 65C05 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 34, 581--594 (1986; Zbl 0624.62093) Full Text: DOI DOI
Shanthikumar, J. George Uniformization and hybrid simulation/analytic models of renewal processes. (English) Zbl 0614.60085 Oper. Res. 34, 573-580 (1986). MSC: 60K05 65C05 PDFBibTeX XMLCite \textit{J. G. Shanthikumar}, Oper. Res. 34, 573--580 (1986; Zbl 0614.60085) Full Text: DOI
Rubinstein, Reuven Y.; Marcus, Ruth Efficiency of multivariate control variates in Monte Carlo simulation. (English) Zbl 0606.65100 Oper. Res. 33, 661-677 (1985). MSC: 65C99 65C05 62J10 62F99 PDFBibTeX XMLCite \textit{R. Y. Rubinstein} and \textit{R. Marcus}, Oper. Res. 33, 661--677 (1985; Zbl 0606.65100) Full Text: DOI
Kulkarni, V. G.; Provan, J. S. An improved implementation of conditional Monte Carlo estimation of path lengths in stochastic networks. (English) Zbl 0575.90084 Oper. Res. 33, 1389-1393 (1985). MSC: 90C35 90C15 65C20 PDFBibTeX XMLCite \textit{V. G. Kulkarni} and \textit{J. S. Provan}, Oper. Res. 33, 1389--1393 (1985; Zbl 0575.90084) Full Text: DOI
Law, Averill M.; Kelton, W. David Confidence intervals for steady-state simulations: I. A survey of fixed sample size procedures. (English) Zbl 0557.62077 Oper. Res. 32, 1221-1239 (1984). MSC: 62M09 62M99 65C05 62F25 PDFBibTeX XMLCite \textit{A. M. Law} and \textit{W. D. Kelton}, Oper. Res. 32, 1221--1239 (1984; Zbl 0557.62077) Full Text: DOI
Smith, Robert L. Efficient Monte Carlo procedures for generating points uniformly distributed over bounded regions. (English) Zbl 0552.65004 Oper. Res. 32, 1296-1308 (1984). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{R. L. Smith}, Oper. Res. 32, 1296--1308 (1984; Zbl 0552.65004) Full Text: DOI Link
Fishman, George S. Accelerated convergence in the simulation of countably infinite state Markov chains. (English) Zbl 0525.60073 Oper. Res. 31, 1074-1089 (1983). MSC: 60J20 65C05 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 31, 1074--1089 (1983; Zbl 0525.60073) Full Text: DOI
Schmeiser, Bruce W. Generation of variates from distribution tails. (English) Zbl 0439.65003 Oper. Res. 28, 1012-1017 (1980). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{B. W. Schmeiser}, Oper. Res. 28, 1012--1017 (1980; Zbl 0439.65003) Full Text: DOI
Schmeiser, Bruce W.; Babu, A. J. G. Beta variate generation via exponential majorizing functions. (English) Zbl 0439.65002 Oper. Res. 28, 917-926 (1980). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{B. W. Schmeiser} and \textit{A. J. G. Babu}, Oper. Res. 28, 917--926 (1980; Zbl 0439.65002) Full Text: DOI
Padgett, W. J.; Tsokos, Chris P. Bayes estimation of reliability using an estimated prior distribution. (English) Zbl 0443.62074 Oper. Res. 27, 1142-1157 (1979). MSC: 62N05 62F15 65C05 PDFBibTeX XMLCite \textit{W. J. Padgett} and \textit{C. P. Tsokos}, Oper. Res. 27, 1142--1157 (1979; Zbl 0443.62074) Full Text: DOI
Brown, M.; Solomon, Herbert; Stephens, M. A. Estimation of parameters of zero-one processes by interval sampling: An adaptive strategy. (English) Zbl 0427.62061 Oper. Res. 27, 606-615 (1979). MSC: 62M05 65C05 62F25 PDFBibTeX XMLCite \textit{M. Brown} et al., Oper. Res. 27, 606--615 (1979; Zbl 0427.62061) Full Text: DOI
Fishman, George S. Variance reduction for population growth simulation models. (English) Zbl 0417.92013 Oper. Res. 27, 997-1010 (1979). MSC: 92D25 90C05 62D05 62P10 65C05 PDFBibTeX XMLCite \textit{G. S. Fishman}, Oper. Res. 27, 997--1010 (1979; Zbl 0417.92013) Full Text: DOI
Law, Averill M. Conservation equations and their application to queueing simulations. (English) Zbl 0372.60142 Oper. Res. 25, 279-288 (1977). MSC: 60K25 65C05 PDFBibTeX XMLCite \textit{A. M. Law}, Oper. Res. 25, 279--288 (1977; Zbl 0372.60142) Full Text: DOI
Crane, Michael A.; Iglehart, Donald L. Simulating stable stochastic systems. III: Regenerative processes and discrete-event simulations. (English) Zbl 0346.60060 Oper. Res. 23, 33-45 (1975). MSC: 60K25 60J10 65C05 PDFBibTeX XMLCite \textit{M. A. Crane} and \textit{D. L. Iglehart}, Oper. Res. 23, 33--45 (1975; Zbl 0346.60060) Full Text: DOI
Curtin, Kenneth M. A Monte Carlo approach to evaluate multimoded system reliability. (English) Zbl 1414.90131 Oper. Res. 7, No. 6, 721-727 (1959). MSC: 90B25 65K05 65C05 PDFBibTeX XMLCite \textit{K. M. Curtin}, Oper. Res. 7, No. 6, 721--727 (1959; Zbl 1414.90131) Full Text: DOI
Kahn, H.; Marshall, A. W. Methods of reducing sample size in Monte Carlo computations. (English) Zbl 1414.90373 Oper. Res. 1, No. 5, 263-278 (1953). MSC: 90C90 65K05 65C05 62D05 62P20 PDFBibTeX XMLCite \textit{H. Kahn} and \textit{A. W. Marshall}, Oper. Res. 1, No. 5, 263--278 (1953; Zbl 1414.90373) Full Text: DOI
King, Gilbert W. The Monte Carlo method as a natural mode of expression in operations research. (English) Zbl 1414.90244 Oper. Res. 1, No. 2, 46-51 (1953). MSC: 90C15 65K05 65C05 PDFBibTeX XMLCite \textit{G. W. King}, Oper. Res. 1, No. 2, 46--51 (1953; Zbl 1414.90244) Full Text: DOI