关注
Yanan Pei
Yanan Pei
PhD in Industrial Engineering & Operations Research, Columbia University
在 columbia.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Unbiased multilevel Monte Carlo: Stochastic optimization, steady-state simulation, quantiles, and other applications
JH Blanchet, PW Glynn, Y Pei
arXiv preprint arXiv:1904.09929, 2019
272019
Perfect sampling of GI/GI/c queues
J Blanchet, J Dong, Y Pei
Queueing Systems 90, 1-33, 2018
222018
Exact sampling for some multi-dimensional queueing models with renewal input
J Blanchet, Y Pei, K Sigman
Advances in Applied Probability 51 (4), 1179-1208, 2019
8*2019
Unraveling limit order books using just bid/ask prices
J Blanchet, X Chen, Y Pei
Preprint. Available at http://www. columbia. edu/∼ jb2814/papers/LOB_v1. pdf, 2017
42017
Exact Simulation Techniques in Applied Probability and Stochastic Optimization
Y Pei
Columbia University, 2018
2018
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