Sandeep Juneja
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Rare-event simulation techniques: an introduction and recent advances
S Juneja, P Shahabuddin
Handbooks in operations research and management science 13, 291-350, 2006
2232006
Nested simulation in portfolio risk measurement
MB Gordy, S Juneja
Management Science 56 (10), 1833-1848, 2010
1842010
Effective bandwidth and fast simulation of ATM intree networks
CS Chang, P Heidelberger, S Juneja, P Shahabuddin
Performance Evaluation 20 (1-3), 45-65, 1994
1841994
A large deviations perspective on ordinal optimization
P Glynn, S Juneja
Proceedings of the 2004 Winter Simulation Conference, 2004. 1, 2004
1822004
Simulating heavy tailed processes using delayed hazard rate twisting
S Juneja, P Shahabuddin
ACM Transactions on Modeling and Computer Simulation (TOMACS) 12 (2), 94-118, 2002
1202002
Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation
A Bassamboo, S Juneja, A Zeevi
Operations Research 56 (3), 593-606, 2008
1072008
System for optimal resource allocation and planning for hosting computing services
JS Shahabuddin, K Balaji, S Kapoor, S Juneja, V Gupta, A Chrungoo
US Patent 6,877,035, 2005
902005
Adaptive importance sampling technique for Markov chains using stochastic approximation
TPI Ahamed, VS Borkar, S Juneja
Operations Research 54 (3), 489-504, 2006
742006
Efficient simulation of tail probabilities of sums of correlated lognormals
S Asmussen, J Blanchet, S Juneja, L Rojas-Nandayapa
Annals of Operations Research 189 (1), 5-23, 2011
562011
The concert queueing game: to wait or to be late
R Jain, S Juneja, N Shimkin
Discrete Event Dynamic Systems 21 (1), 103-138, 2011
542011
Fast simulation of Markov chains with small transition probabilities
S Juneja, P Shahabuddin
Management Science 47 (4), 547-562, 2001
502001
Stream-packing: Resource allocation in web server farms with a qos guarantee
J Shahabuddin, A Chrungoo, V Gupta, S Juneja, S Kapoor, A Kumar
International Conference on High-Performance Computing, 182-191, 2001
462001
Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies
S Juneja, P Shahabuddin
IEEE Transactions on Reliability 50 (3), 235-245, 2001
40*2001
Selecting the best system, large deviations, and multi-armed bandits
P Glynn, S Juneja
arXiv preprint arXiv:1507.04564, 2015
37*2015
Fast simulation of Markovian reliability/availability models with general repair policies
S Juneja, P Shahabuddin
1992 FTCS-The Twenty-Second International Symposium on Fault-Tolerant …, 1992
341992
The concert queueing game: strategic arrivals with waiting and tardiness costs
S Juneja, N Shimkin
Queueing Systems 74 (4), 369-402, 2013
332013
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
S Juneja
Queueing Systems 57 (2), 115-127, 2007
332007
Monte Carlo methods for pricing financial options
N Bolia, S Juneja
Sadhana 30 (2-3), 347-385, 2005
322005
Function-approximation-based importance sampling for pricing American options
N Bolia, S Juneja, P Glasserman
Proceedings of the 2004 Winter Simulation Conference, 2004. 1, 2004
292004
Uniformly efficient importance sampling for the tail distribution of sums of random variables
P Glasserman, S Juneja
Mathematics of Operations Research 33 (1), 36-50, 2008
272008
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Artikelen 1–20