Pierre L’Ecuyer

30 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3184-0796

Publications

• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning — INFORMS Journal on Computing 2022
• Sampling Conditionally on a Rare Event via Generalized Splitting — INFORMS Journal on Computing 2020
• Spectral Analysis of the MIXMAX Random Number Generators — INFORMS Journal on Computing 2020
• Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers — Operations Research 2017
• Rate-Based Daily Arrival Process Models with Application to Call Centers — Operations Research 2016
• Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times — Manufacturing & Service Operations Management 2014
• On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators — INFORMS Journal on Computing 2014
• Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models — Manufacturing & Service Operations Management 2013
• Static Network Reliability Estimation via Generalized Splitting — INFORMS Journal on Computing 2013
• Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence — INFORMS Journal on Computing 2009
• Efficient Jump Ahead for 𝔽2-Linear Random Number Generators — INFORMS Journal on Computing 2008
• A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains — Operations Research 2008
• Staffing Multiskill Call Centers via Linear Programming and Simulation — Management Science 2008
• Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model — Management Science 2006
• Modeling Daily Arrivals to a Telephone Call Center — Management Science 2004
• A Dynamic Programming Procedure for Pricing American-Style Asian Options — Management Science 2002
• An Object-Oriented Random-Number Package with Many Long Streams and Substreams — Operations Research 2002
• Close-Point Spatial Tests and Their Application to Random Number Generators — Operations Research 2000
• Variance Reduction via Lattice Rules — Management Science 2000
• Global Stochastic Optimization with Low-Dispersion Point Sets — Operations Research 2000
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators — Operations Research 1999
• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators — INFORMS Journal on Computing 1997
• Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences — INFORMS Journal on Computing 1997
• Commentary—Simulation of Algorithms for Performance Analysis — INFORMS Journal on Computing 1996
• Combined Multiple Recursive Random Number Generators — Operations Research 1996
• Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators — Management Science 1995
• On the Convergence Rates of IPA and FDC Derivative Estimators — Operations Research 1994
• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State — Management Science 1994
• Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State — Management Science 1994
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques — Management Science 1990