Hui Wang

14 papers B 1Misc 1Journal 12
YearRankTypeTitle / Venue / Authors
2013 J jnl
Efficient importance sampling schemes for a feed-forward network.
ACM Trans. Model. Comput. Simul.
Leila Setayeshgar, Hui Wang
2012 J jnl
Importance Sampling for Multiscale Diffusions.
Multiscale Model. Simul.
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
2011 J jnl
Importance Sampling for Multiscale Diffusions
CoRR
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
2011 Misc conf
Rare event simulation for rough energy landscapes.
WSC
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
2009 J jnl
Importance Sampling for Weighted-Serve-the-Longest-Queue.
Math. Oper. Res.
Paul Dupuis, Kevin Leder, Hui Wang
2009 J jnl
Importance sampling for Jackson networks.
Queueing Syst. Theory Appl.
Paul Dupuis, Hui Wang
2007 J jnl
Importance sampling for sums of random variables with regularly varying tails.
ACM Trans. Model. Comput. Simul.
Paul Dupuis, Kevin Leder, Hui Wang
2007 J jnl
Large deviations and importance sampling for a tandem network with slow-down.
Queueing Syst. Theory Appl.
Paul Dupuis, Kevin Leder, Hui Wang
2007 J jnl
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling.
Math. Oper. Res.
Paul Dupuis, Hui Wang
2005 J jnl
A Sequential Entry Problem with Forced Exits.
Math. Oper. Res.
Hui Wang
2005 J jnl
On the optimality of conditional expectation as a Bregman predictor.
IEEE Trans. Inf. Theory
Arindam Banerjee, Xin Guo, Hui Wang
2004 B conf
Optimal Bregman prediction and Jensen's equality.
ISIT
Arindam Banerjee, Xin Guo, Hui Wang
2004 J jnl
Option Pricing Under a Double Exponential Jump Diffusion Model.
Manag. Sci.
S. G. Kou, Hui Wang
2000 J jnl
Utility Maximization with Discretionary Stopping.
SIAM J. Control. Optim.
Ioannis Karatzas, Hui Wang