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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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  Data: <searchLink fieldCode="JN" term="%22Management+Science+%28INFORMS%29%22">Management Science (INFORMS)</searchLink>. Oct2024, Vol. 70 Issue 10, p6852-6873. 22p.
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      – Type: doi
        Value: 10.1287/mnsc.2023.4973
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      – Code: eng
        Text: English
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        PageCount: 22
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      – TitleFull: Overconservativeness of Variance-Based Efficiency Criteria and Probabilistic Efficiency in Rare-Event Simulation.
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              Text: Oct2024
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              Y: 2024
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              Value: 70
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