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Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation.

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Title: Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation.
Authors: Bai, Yuanlu1 (AUTHOR) yb2436@columbia.edu, Huang, Zhiyuan2 (AUTHOR) huangzy@tongji.edu.cn, Lam, Henry1 (AUTHOR) henry.lam@columbia.edu, Zhao, Ding3 (AUTHOR) dingzhao@cmu.edu
Source: Management Science (INFORMS). Oct2024, Vol. 70 Issue 10, p6852-6873. 22p.
Database: Business Source Ultimate
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ISSN:00251909
DOI:10.1287/mnsc.2023.4973