Bio

Jose Blanchet is a Professor of Management Science and Engineering (MS&E) at Stanford. Prior to joining MS&E, he was a professor at Columbia (Industrial Engineering and Operations Research, and Statistics, 2008-2017), and before that he taught at Harvard (Statistics, 2004-2008). Jose is a recipient of the 2010 Erlang Prize and several best publication awards in areas such as applied probability, simulation, operations management, and revenue management. He also received a Presidential Early Career Award for Scientists and Engineers in 2010. He worked as an analyst in Protego Financial Advisors, a leading investment bank in Mexico. He has research interests in applied probability and Monte Carlo methods. He is the Area Editor of Stochastic Models in Mathematics of Operations Research. He has served on the editorial board of Advances in Applied Probability, Bernoulli, Extremes, Insurance: Mathematics and Economics, Journal of Applied Probability, Queueing Systems: Theory and Applications, and Stochastic Systems, among others.

Academic Appointments

Honors & Awards

  • Biennial Best Publication Award in Applied Probability Award, INFORMS Applied Probability Society (2023)
  • Outstanding Simulation Publication Award, INFORMS Simulation Society (2021)
  • Revenue Management and Pricing Section Best Publication Award, INFORMS Revenue Management and Pricing Section (2021)
  • Best Contributed Theory Paper Award for the Winter Simulation Conference, INFORMS Simulation Society (2019)
  • Best OM Paper in Operations Research, INFORMS MSOM Society (2019)
  • William H. Keck Scholar, Stanford University (2017)
  • Professional Merit Award, ITAM, Mexico (2012)
  • Distinguished Alumni Scholar Lecture, Stanford University (2012)
  • Kavli Fellow, Kavli Foundation and National Academies (2013)
  • Biennial Best Publication in Applied Probability Award, INFORMS Applied Probability Society (2009)
  • Erlang Prize, INFORMS Applied Probability Society (2010)
  • NSF Career Award, NSF (2008)
  • Presidential Early Career Awards for Scientists and Engineers, White House (2009)

Boards, Advisory Committees, Professional Organizations

  • Area Editor, Mathematics of Operations Research (2020 - Present)
  • President, INFORMS Applied Probability Society (2020 - 2022)

Professional Education

  • PhD, Stanford University, Management Science and Engineering (2004)
  • MS, Stanford University, Engineering Economic Systems and Operations Research (2002)
  • Licenciado, Instituto Technologico Autonomo de Mexico, Applied Mathematics (2000)
  • Licenciado, Instituto Technologico Autonomo de Mexico, Actuarial Science (2000)

Contact

  • Academic
    jblanche@stanford.edu
    University - Faculty Department: Management Science and Engineering Position: Professor

Additional Info

2023-24 Courses

Stanford Advisees

All Publications

  • Modeling shortest paths in polymeric networks using spatial branching processes JOURNAL OF THE MECHANICS AND PHYSICS OF SOLIDS Zhang, Z., Mohanty, S., Blanchet, J., Cai, W. 2024; 187

    View details for DOI 10.1016/j.jmps.2024.105636

    View details for Web of Science ID 001231186600001

  • Sample-Path Large Deviations for Unbounded Additive Functionals of the Reflected Random Walk MATHEMATICS OF OPERATIONS RESEARCH Bazhba, M., Blanchet, J., Rhee, C., Zwart, B. 2024

    View details for DOI 10.1287/moor.2020.0094

    View details for Web of Science ID 001195788800001

  • Is a high-throughput experimental dataset large enough to accurately estimate a statistic? JOURNAL OF THE MECHANICS AND PHYSICS OF SOLIDS Zhou, Y., Lin, S., Zhang, X., Wu, H., Blanchet, J., Suo, Z., Lu, T. 2024; 183

    View details for DOI 10.1016/j.jmps.2023.105521

    View details for Web of Science ID 001138452300001

  • Towards optimal running timesfor optimal transport OPERATIONS RESEARCH LETTERS Blanchet, J., Jambulapati, A., Kent, C., Sidford, A. 2024; 52

    View details for DOI 10.1016/j.orl.2023.11.007

    View details for Web of Science ID 001139143900001

  • Unbiased Optimal Stopping via the MUSE STOCHASTIC PROCESSES AND THEIR APPLICATIONS Zhou, Z., Wang, G., Blanchet, J. H., Glynn, P. W. 2023; 166

    View details for DOI 10.1016/j.spa.2022.12.007

    View details for Web of Science ID 001113111000001

  • Surgical scheduling via optimization and machine learning with long-tailed data : Health care management science, in press. Health care management science Shi, Y., Mahdian, S., Blanchet, J., Glynn, P., Shin, A. Y., Scheinker, D. 2023

    Abstract

    Using data from cardiovascular surgery patients with long and highly variable post-surgical lengths of stay (LOS), we develop a modeling framework to reduce recovery unit congestion. We estimate the LOS and its probability distribution using machine learning models, schedule procedures on a rolling basis using a variety of optimization models, and estimate performance with simulation. The machine learning models achieved only modest LOS prediction accuracy, despite access to a very rich set of patient characteristics. Compared to the current paper-based system used in the hospital, most optimization models failed to reduce congestion without increasing wait times for surgery. A conservative stochastic optimization with sufficient sampling to capture the long tail of the LOS distribution outperformed the current manual process and other stochastic and robust optimization approaches. These results highlight the perils of using oversimplified distributional models of LOS for scheduling procedures and the importance of using optimization methods well-suited to dealing with long-tailed behavior.

    View details for DOI 10.1007/s10729-023-09649-0

    View details for PubMedID 37665543

  • Neural network accelerated process design of polycrystalline microstructures MATERIALS TODAY COMMUNICATIONS Lin, J., Hasan, M., Acar, P., Blanchet, J., Tarokh, V. 2023; 36

    View details for DOI 10.1016/j.mtcomm.2023.106884

    View details for Web of Science ID 001121948700001

  • Distributionally Robust Batch Contextual Bandits MANAGEMENT SCIENCE Si, N., Zhang, F., Zhou, Z., Blanchet, J. 2023

    View details for DOI 10.1287/mnsc.2023.4678

    View details for Web of Science ID 000966787900001

  • Delay-Adaptive Learning in Generalized Linear Contextual Bandits MATHEMATICS OF OPERATIONS RESEARCH Blanchet, J., Xu, R., Zhou, Z. 2023

    View details for DOI 10.1287/moor.2023.1358

    View details for Web of Science ID 000955959600001

  • Dropout Training is Distributionally Robust Optimal JOURNAL OF MACHINE LEARNING RESEARCH Blanchet, J., Kang, Y., Olea, J., Nguyen, V., Zhang, X. 2023; 24

    View details for Web of Science ID 001111687900001

  • Some open problems in exact simulation of stochastic differential equations QUEUEING SYSTEMS Blanchet, J. H. 2022

    View details for DOI 10.1007/s11134-022-09835-x

    View details for Web of Science ID 000798100700001

  • Article High-throughput experiments for rare-event rupture of materials MATTER Zhou, Y., Zhang, X., Yang, M., Pan, Y., Du, Z., Blanchet, J., Suo, Z., Lu, T. 2022; 5 (2): 654-665

    View details for DOI 10.1016/j.matt.2021.12.017

    View details for Web of Science ID 000755412800008

  • Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities OPERATIONS RESEARCH Blanchet, J. H., Reiman, M., Shah, V., Wein, L. M., Wu, L. 2022

    View details for DOI 10.1287/opre.2021.2186

    View details for Web of Science ID 000746377200001

  • A Class of Geometric Structures in Transfer Learning: Minimax Bounds and Optimality Zhang, X., Blanchet, J., Ghosh, S., Squillante, M. S., Camps-Valls, G., Ruiz, F. J., Valera JMLR-JOURNAL MACHINE LEARNING RESEARCH. 2022

    View details for Web of Science ID 000828072703039

  • Distributionally Robust Q-Learning Liu, Z., Bai, Q., Blanchet, J., Dong, P., Xu, W., Zhou, Z., Zhou, Z., Chaudhuri, K., Jegelka, S., Song, L., Szepesvari, C., Niu, G., Sabato, S. JMLR-JOURNAL MACHINE LEARNING RESEARCH. 2022

    View details for Web of Science ID 000900064903035

  • HUMAN IMPERCEPTIBLE ATTACKS AND APPLICATIONS TO IMPROVE FAIRNESS Hua, X., Xu, H., Blanchet, J., Nguyen, V., IEEE IEEE. 2022: 2641-2652

    View details for DOI 10.1109/WSC57314.2022.10015376

    View details for Web of Science ID 000991872902057

  • No Weighted-Regret Learning in Adversarial Bandits with Delays JOURNAL OF MACHINE LEARNING RESEARCH Bistritz, I., Zhou, Z., Chen, X., Bambos, N., Blanchet, J. 2022; 23

    View details for Web of Science ID 001003361900001

  • Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes MATHEMATICS OF OPERATIONS RESEARCH Blanchet, J., Murthy, K., Zhang, F. 2021

    View details for DOI 10.1287/moor.2021.1178

    View details for Web of Science ID 000731977500001

  • Sample Out-of-Sample Inference Based on Wasserstein Distance OPERATIONS RESEARCH Blanchet, J., Kang, Y. 2021; 69 (3): 985-1013

    View details for DOI 10.1287/opre.2020.2028

    View details for Web of Science ID 000664386400016

  • Confidence regions in Wasserstein distributionally robust estimation BIOMETRIKA Blanchet, J., Murthy, K., Si, N. 2021

    View details for DOI 10.1093/biomet/asab026

    View details for Web of Science ID 000761379200001

  • Finite-Sample Regret Bound for Distributionally Robust Offline Tabular Reinforcement Learning Zhou, Z., Zhou, Z., Bai, Q., Qiu, L., Blanchet, J., Glynn, P., Banerjee, A., Fukumizu, K. MICROTOME PUBLISHING. 2021

    View details for Web of Science ID 000659893804005

  • Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts Taskesen, B., Yue, M., Blanchet, J., Kuhn, D., Nguyen, V., Meila, M., Zhang, T. JMLR-JOURNAL MACHINE LEARNING RESEARCH. 2021: 7168-7179

    View details for Web of Science ID 000768182700016

  • EXACT SIMULATION FOR MULTIVARIATE ITO DIFFUSIONS ADVANCES IN APPLIED PROBABILITY Blanchet, J., Zhang, F. 2020; 52 (4): 1003–34

    View details for DOI 10.1017/apr.2020.39

    View details for Web of Science ID 000596036700001

  • SAMPLE PATH LARGE DEVIATIONS FOR LEVY PROCESSES AND RANDOM WALKS WITH WEIBULL INCREMENTS ANNALS OF APPLIED PROBABILITY Bazhba, M., Blanchet, J., Rhee, C., Zwart, B. 2020; 30 (6): 2695–2739

    View details for DOI 10.1214/20-AAP1570

    View details for Web of Science ID 000598914200006

  • On distributionally robust extreme value analysis EXTREMES Blanchet, J., He, F., Murthy, K. 2020; 23 (2): 317–47

    View details for DOI 10.1007/s10687-019-00371-1

    View details for Web of Science ID 000534882500005

  • Rates of Convergence to Stationarity for Reflected Brownian Motion MATHEMATICS OF OPERATIONS RESEARCH Blanchet, J., Chen, X. 2020; 45 (2): 660–81

    View details for DOI 10.1287/moor.2019.1006

    View details for Web of Science ID 000531094600012

  • A CLASS OF OPTIMAL TRANSPORT REGULARIZED FORMULATIONS WITH APPLICATIONS TO WASSERSTEIN GANS Mahdian, S., Blanchet, J. H., Glynn, P. W., IEEE IEEE. 2020: 433-444

    View details for DOI 10.1109/WSC48552.2020.9383959

    View details for Web of Science ID 000679196300036

  • EXACT SAMPLING FOR SOME MULTI-DIMENSIONAL QUEUEING MODELS WITH RENEWAL INPUT ADVANCES IN APPLIED PROBABILITY Blanchet, J., Pei, Y., Sigman, K. 2019; 51 (4): 1179–1208

    View details for DOI 10.1017/apr.2019.45

    View details for Web of Science ID 000496968500008

  • Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times QUEUEING SYSTEMS Bazhba, M., Blanchet, J., Rhee, C., Zwart, B. 2019

    View details for DOI 10.1007/s11134-019-09640-z

    View details for Web of Science ID 000495406500001

  • SAMPLE PATH LARGE DEVIATIONS FOR LEVY PROCESSES AND RANDOM WALKS WITH REGULARLY VARYING INCREMENTS ANNALS OF PROBABILITY Rhee, C., Blanchet, J., Zwart, B. 2019; 47 (6): 3551–3605

    View details for DOI 10.1214/18-AOP1319

    View details for Web of Science ID 000500553400003

  • Optimal uncertainty size in distributionally robust inverse covariance estimation OPERATIONS RESEARCH LETTERS Blanchet, J., Si, N. 2019; 47 (6070): 618–21

    View details for DOI 10.1016/j.orl.2019.10.005

    View details for Web of Science ID 000500037400026

  • On logarithmically optimal exact simulation of max-stable and related random fields on a compact set BERNOULLI Liu, Z., Blanchet, J. H., Dieker, A. B., Mikosch, T. 2019; 25 (4A): 2949–81

    View details for DOI 10.3150/18-BEJ1076

    View details for Web of Science ID 000485825100018

  • ROBUST WASSERSTEIN PROFILE INFERENCE AND APPLICATIONS TO MACHINE LEARNING JOURNAL OF APPLIED PROBABILITY Blanchet, J., Kang, Y., Murthy, K. 2019; 56 (3): 830–57

    View details for DOI 10.1017/jpr.2019.49

    View details for Web of Science ID 000488778100009

  • Rare-Event Simulation for Distribution Networks OPERATIONS RESEARCH Blanchet, J., Li, J., Nakayama, M. K. 2019; 67 (5): 1383–96

    View details for DOI 10.1287/opre.2019.1852

    View details for Web of Science ID 000486622100011

  • Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes MATHEMATICS OF OPERATIONS RESEARCH Chen, B., Blanchet, J., Rhee, C., Zwart, B. 2019; 44 (3): 919–42

    View details for DOI 10.1287/moor.2018.0950

    View details for Web of Science ID 000481569800007

  • Quantifying Distributional Model Risk via Optimal Transport MATHEMATICS OF OPERATIONS RESEARCH Blanchet, J., Murthy, K. 2019; 44 (2): 565–600

    View details for DOI 10.1287/moor.2018.0936

    View details for Web of Science ID 000468403700009

  • Perfect Sampling of Generalized Jackson Networks MATHEMATICS OF OPERATIONS RESEARCH Blanchet, J., Chen, X. 2019; 44 (2): 693–714

    View details for DOI 10.1287/moor.2018.0941

    View details for Web of Science ID 000468403700014

  • EXACT SAMPLING OF THE INFINITE HORIZON MAXIMUM OF A RANDOM WALK OVER A NONLINEAR BOUNDARY JOURNAL OF APPLIED PROBABILITY Blanchet, J., Dong, J., Liu, Z. 2019; 56 (1): 116–38

    View details for DOI 10.1017/jpr.2019.9

    View details for Web of Science ID 000475365600008

  • Robust Actuarial Risk Analysis NORTH AMERICAN ACTUARIAL JOURNAL Blanchet, J., Lam, H., Tang, Q., Yuan, Z. 2019; 23 (1): 33–63

    View details for DOI 10.1080/10920277.2018.1504686

    View details for Web of Science ID 000469954900004

  • DATA-DRIVEN OPTIMAL TRANSPORT COST SELECTION FOR DISTRIBUTIONALLY ROBUST OPTIMIZATION Blanchet, J., Kang, Y., Murthy, K., Zhang, F., IEEE IEEE. 2019: 3740–51

    View details for Web of Science ID 000529791403052

  • A DISTRIBUTIONALLY ROBUST BOOSTING ALGORITHM Blanchet, J., Zhang, F., Kang, Y., Hu, Z., IEEE IEEE. 2019: 3728–39

    View details for Web of Science ID 000529791403051

  • Learning in Generalized Linear Contextual Bandits with Stochastic Delays Zhou, Z., Xu, R., Blanchet, J., Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000534424305022

  • Semi-Parametric Dynamic Contextual Pricing Shah, V., Blanchet, J., Johari, R., Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000534424302037

  • Multivariate Distributionally Robust Convex Regression under Absolute Error Loss Blanchet, J., Glynn, P. W., Yan, J., Zhou, Z., Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000535866903043

  • Online EXP3 Learning in Adversarial Bandits with Delayed Feedback Bistritz, I., Zhou, Z., Chen, X., Bambos, N., Blanchet, J., Wallach, H., Larochelle, H., Beygelzimer, A., d'Alche-Buc, F., Fox, E., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2019

    View details for Web of Science ID 000535866903003

  • Queueing Theory-Based Perspective of the Kinetics of "Channeled" Enzyme Cascade Reactions ACS CATALYSIS Tsitkov, S., Pesenti, T., Palacci, H., Blanchet, J., Hess, H. 2018; 8 (11): 10721–31

    View details for DOI 10.1021/acscatal.8b02760

    View details for Web of Science ID 000449723900086

  • Perfect sampling of GI/GI/c queues QUEUEING SYSTEMS Blanchet, J., Dong, J., Pei, Y. 2018; 90 (1-2): 1–33

    View details for DOI 10.1007/s11134-018-9573-2

    View details for Web of Science ID 000443402800001

  • EXACT SIMULATION OF MULTIDIMENSIONAL REFLECTED BROWNIAN MOTION JOURNAL OF APPLIED PROBABILITY Blanchet, J., Murthy, K. 2018; 55 (1): 137–56

    View details for DOI 10.1017/jpr.2018.10

    View details for Web of Science ID 000428631200010

  • Bandit Learning with Positive Externalities Shah, V., Blanchet, J., Johari, R., Bengio, S., Wallach, H., Larochelle, H., Grauman, K., CesaBianchi, N., Garnett, R. NEURAL INFORMATION PROCESSING SYSTEMS (NIPS). 2018

    View details for Web of Science ID 000461823304089

  • COMPUTING WORST-CASE EXPECTATIONS GIVEN MARGINALS VIA SIMULATION Blanchet, J., He, F., Lam, H., Chan, DAmbrogio, A., Zacharewicz, G., Mustafee, N. IEEE. 2017: 2315–23

    View details for Web of Science ID 000427768602045

  • ANALYSIS OF A STOCHASTIC APPROXIMATION ALGORITHM FOR COMPUTING QUASI-STATIONARY DISTRIBUTIONS ADVANCES IN APPLIED PROBABILITY Blanchet, J., Glynn, P., Zheng, S. 2016; 48 (3): 792-811

    View details for DOI 10.1017/apr.2016.28

    View details for Web of Science ID 000388297500009

  • Affine Point Processes: Approximation and Efficient Simulation MATHEMATICS OF OPERATIONS RESEARCH Zhang, X., Blanchet, J., Giesecke, K., Glynn, P. W. 2015; 40 (4): 797-819

    View details for DOI 10.1287/moor.2014.0696

    View details for Web of Science ID 000367895700001

  • UNBIASED MONTE CARLO FOR OPTIMIZATION AND FUNCTIONS OF EXPECTATIONS VIA MULTI-LEVEL RANDOMIZATION Blanchet, J. H., Glynn, P. W., IEEE IEEE. 2015: 3656–67

    View details for Web of Science ID 000399133903071

  • UNBIASED MONTE CARLO COMPUTATION OF SMOOTH FUNCTIONS OF EXPECTATIONS VIA TAYLOR EXPANSIONS Blanchet, J. H., Chen, N., Glynn, P. W., IEEE IEEE. 2015: 360–67

    View details for Web of Science ID 000399133900030

  • Large deviations for the empirical mean of an queue QUEUEING SYSTEMS Blanchet, J., Glynn, P., Meyn, S. 2013; 73 (4): 425-446

    View details for DOI 10.1007/s11134-013-9349-7

    View details for Web of Science ID 000316819200004

  • Empirical Analysis of a Stochastic Approximation Approach for Computing Quasi-stationary Distributions EVOLVE 2012 International Conference Blanchet, J., Glynn, P., Zheng, S. SPRINGER-VERLAG BERLIN. 2013: 19–37

    View details for Web of Science ID 000312463200002

  • On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION Blanchet, J., Glynn, P., Leder, K. 2012; 22 (3)

    View details for DOI 10.1145/2331140.2331141

    View details for Web of Science ID 000308187000001

  • ON THE TRANSITION FROM HEAVY TRAFFIC TO HEAVY TAILS FOR THE M/G/1 QUEUE: THE REGULARLY VARYING CASE ANNALS OF APPLIED PROBABILITY Olvera-Cravioto, M., Blanchet, J., Glynn, P. 2011; 21 (2): 645-668

    View details for DOI 10.1214/10-AAP707

    View details for Web of Science ID 000289268100007

  • Asymptotic Robustness of Estimators in Rare-Event Simulation ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION L'Ecuyer, P., Blanchet, J. H., Tuffin, B., Glynn, P. W. 2010; 20 (1)

    View details for DOI 10.1145/1667072.1667078

    View details for Web of Science ID 000274379300006

  • Rare event simulation for a slotted time M/G/s model Conference on 100 Years of Queueing - Erlang Centennials Blanchet, J., Glynn, P., Lam, H. SPRINGER. 2009: 33–57

    View details for DOI 10.1007/s11134-009-9154-5

    View details for Web of Science ID 000272576200004

  • RARE EVENT SIMULATION FOR A GENERALIZED HAWKES PROCESS Winter Simulation Conference 2009 Zhang, X., Glynn, P. W., Giesecke, K., Blanchet, J. IEEE. 2009: 1271–1278

    View details for Web of Science ID 000289492500119

  • EFFICIENT RARE EVENT SIMULATION OF CONTINUOUS TIME MARKOVIAN PERPETUITIES Winter Simulation Conference 2009 Blanchet, J., Glynn, P. IEEE. 2009: 405–412

    View details for Web of Science ID 000289492500038

  • Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune ... 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 08) Blanchet, J. H., Leder, K., Glynn, P. W. SPRINGER-VERLAG BERLIN. 2009: 227–248

    View details for DOI 10.1007/978-3-642-04107-5_13

    View details for Web of Science ID 000282063700013

  • Efficient rare-event simulation for the maximum of heavy-tailed random walks ANNALS OF APPLIED PROBABILITY Blanchet, J., Glynn, P. 2008; 18 (4): 1351-1378

    View details for DOI 10.1214/07-AAP485

    View details for Web of Science ID 000258418800003

  • Uniform renewal theory with applications to expansions of random geometric sums ADVANCES IN APPLIED PROBABILITY Blanchet, J., Glynn, P. 2007; 39 (4): 1070-1097

    View details for Web of Science ID 000253218900013

  • Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue QUEUEING SYSTEMS Blanchet, J., Glynn, P., Liu, C. 2007; 57 (2-3): 99-113

    View details for DOI 10.1007/s11134-007-9047-4

    View details for Web of Science ID 000251373600005

  • Efficient suboptimal rare-event simulation 2007 Winter Simulation Conference Zhang, X., Blanchet, J., Glynn, P. W. IEEE. 2007: 368–373

    View details for Web of Science ID 000256071800043

  • Complete corrected diffusion approximations for the maximum of a random walk ANNALS OF APPLIED PROBABILITY Blanchet, J., Glynn, P. 2006; 16 (2): 951-983

    View details for DOI 10.1214/10505160600000042

    View details for Web of Science ID 000239158100016

https://orcid.org/0000-0001-5895-0912