Fast Simulation of Markovian Reliability/Availability Models with General Repair Policies. - Sandeep Juneja 001; Perwez Shahabuddin (FTCS, 1992)

Effective Bandwidth and Fast Simulation of ATM Intree Networks. - Cheng-Shang Chang; Philip Heidelberger; Sandeep Juneja 001; Perwez Shahabuddin (Perform. Evaluation, 1994)

Simulating heavy tailed processes using delayed hazard rate twisting. - Sandeep Juneja 001; Perwez Shahabuddin; Anurag Chandra (WSC, 1999)

Simulating heavy tailed processes using delayed hazard rate twisting (extended abstract). - Sandeep Juneja 001; Perwez Shahabuddin (SIGMETRICS Perform. Evaluation Rev., 1999)

Efficient Winner Determination Techniques for Internet Multi-Unit Auctions. - Achal Bassamboo; Manish Gupta; Sandeep Juneja 001 (I3E, 2001)

Fast Simulation of Markov Chains with Small Transition Probabilities. - Sandeep Juneja 001; Perwez Shahabuddin (Manag. Sci., 2001)

Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies. - Sandeep Juneja 001; Perwez Shahabuddin (IEEE Trans. Reliab., 2001)

Simulating heavy tailed processes using delayed hazard rate twisting. - Sandeep Juneja 001; Perwez Shahabuddin (ACM Trans. Model. Comput. Simul., 2002)

Function-Approximation-Based Importance Sampling for Pricing American Options. - Nomesh Bolia; Sandeep Juneja 001; Paul Glasserman (WSC, 2004)

A Large Deviations Perspective on Ordinal Optimization. - Peter W. Glynn; Sandeep Juneja 001 (WSC, 2004)

Combining importance sampling and temporal difference control variates to simulate Markov Chains. - R. S. Randhawa; Sandeep Juneja 001 (ACM Trans. Model. Comput. Simul., 2004)

Importance sampling simulation in the presence of heavy tails. - Achal Bassamboo; Sandeep Juneja 001; Assaf Zeevi (WSC, 2005)

Expected shortfall in credit portfolios with extremal dependence. - Achal Bassamboo; Sandeep Juneja 001; Assaf Zeevi (WSC, 2005)

Function-approximation-based perfect control variates for pricing American options. - Nomesh Bolia; Sandeep Juneja 001 (WSC, 2005)

Efficient simulation of buffer overflow probabilities in Jackson Networks with feedback. - Sandeep Juneja 001; Victor F. Nicola (ACM Trans. Model. Comput. Simul., 2005)

Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances. - Sandeep Juneja 001; Perwez Shahabuddin (Simulation, 2006)

Optimal resource allocation in two stage sampling of input distributions. - Achal Bassamboo; Sandeep Juneja 001 (WSC, 2006)

Computing worst-case tail probabilities in credit risk. - Soumyadip Ghosh; Sandeep Juneja 001 (WSC, 2006)

Efficient simulation for risk measurement in portfolio of CDOS. - Michael B. Gordy; Sandeep Juneja 001 (WSC, 2006)

On the inefficiency of state-independent importance sampling in the presence of heavy tails. - Achal Bassamboo; Sandeep Juneja 001; Assaf Zeevi (Oper. Res. Lett., 2007)

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error. - Sandeep Juneja 001 (Queueing Syst. Theory Appl., 2007)

Perwez Shahabuddin, 1962-2005: A professional appreciation. - Sigrún Andradóttir; Paul Glasserman; Peter W. Glynn; Philip Heidelberger; Sandeep Juneja 001 (ACM Trans. Model. Comput. Simul., 2007)

Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. - Sandeep Juneja 001; Rajeeva L. Karandikar; Perwez Shahabuddin (ACM Trans. Model. Comput. Simul., 2007)

Efficient tail estimation for sums of correlated lognormals. - Jose H. Blanchet; Sandeep Juneja 001; Leonardo Rojas-Nandayapa (WSC, 2008)

A large deviations view of asymptotic efficiency for simulation estimators. - Peter W. Glynn; Sandeep Juneja 001 (WSC, 2008)

Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. - Sandeep Juneja 001 (WSC, 2008)

Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation. - Achal Bassamboo; Sandeep Juneja 001; Assaf Zeevi (Oper. Res., 2008)

Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables. - Paul Glasserman; Sandeep Juneja 001 (Math. Oper. Res., 2008)

The concert/cafeteria queueing problem: a game of arrivals. - Sandeep Juneja 001; Rahul Jain 002 (VALUETOOLS, 2009)

Estimating the Mean of a Non-linear Function of Conditional Expectation. - Sandeep Juneja 001; L. Jeff Hong (WSC, 2009)

Nested Simulation for Estimating Portfolio Losses within a Time Horizon. - Sandeep Juneja 001; L. Ramprasath (WSC, 2009)

Multidimensional Fourier inversion using importance sampling with application to option pricing. - Santanu Dey; Sandeep Juneja 001 (WSC, 2010)

Monte Carlo methods in finance: An introductory tutorial. - Sandeep Juneja 001 (WSC, 2010)

Nested Simulation in Portfolio Risk Measurement. - Michael B. Gordy; Sandeep Juneja 001 (Manag. Sci., 2010)

Efficient estimation of density and probability of large deviations of sum of IID random variables. - Santanu Dey; Sandeep Juneja 001 (WSC, 2011)

Ordinal optimization: a nonparametric framework. - Peter W. Glynn; Sandeep Juneja 001 (WSC, 2011)

Efficient simulation of tail probabilities of sums of correlated lognormals. - Søren Asmussen; Jose H. Blanchet; Sandeep Juneja 001; Leonardo Rojas-Nandayapa (Ann. Oper. Res., 2011)

Preface. - Dirk P. Kroese; Nahum Shimkin; Joseph Kreimer; Sandeep Juneja 001 (Ann. Oper. Res., 2011)

The concert queueing game: to wait or to be late. - Rahul Jain 002; Sandeep Juneja 001; Nahum Shimkin (Discret. Event Dyn. Syst., 2011)

The concert queueing game with a random volume of arrivals. - Sandeep Juneja 001; Tushar Raheja; Nahum Shimkin (VALUETOOLS, 2012)

State-independent importance sampling for estimating large deviation probabilities in heavy-tailed random walks. - Karthyek Rajhaa A. M.; Sandeep Juneja 001 (VALUETOOLS, 2012)

Comparing optimal convergence rate of stochastic mesh and least squares method for bermudan option pricing. - Ankush Agarwal; Sandeep Juneja 001 (WSC, 2013)

Regenerative simulation for multiclass open queueing networks. - Sarat Babu Moka; Sandeep Juneja 001 (WSC, 2013)

Optimal rare event Monte Carlo for Markov modulated regularly varying random walks. - Karthyek R. A. Murthy; Sandeep Juneja 001; Jose H. Blanchet (WSC, 2013)

Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. - Ankush Agarwal; Santanu Dey; Sandeep Juneja 001 (J. Appl. Probab., 2013)

The concert queueing game: strategic arrivals with waiting and tardiness costs. - Sandeep Juneja 001; Nahum Shimkin (Queueing Syst. Theory Appl., 2013)

Asymptotic Simulation Efficiency Based on Large Deviations. - Peter W. Glynn; Sandeep Juneja 001 (ACM Trans. Model. Comput. Simul., 2013)

Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo. - L. Jeff Hong; Sandeep Juneja 001; Jun Luo (INFORMS J. Comput., 2014)

Nearest Neighbor Based Estimation Technique for Pricing Bermudan Options. - Ankush Agarwal; Sandeep Juneja 001 (IGTR, 2015)

The Concert Queueing Game: Fluid Regime with Random Order Service. - Sandeep Juneja 001; Tushar Raheja (IGTR, 2015)

Incorporating views on marginal distributions in the calibration of risk models. - Santanu Dey; Sandeep Juneja 001; Karthyek R. A. Murthy (Oper. Res. Lett., 2015)

Spatial Loss Systems: Exact Simulation and Rare Event Behavior. - Sergey Foss; Sandeep Juneja 001; M. R. H. Mandjes; Sarat Babu Moka (SIGMETRICS Perform. Evaluation Rev., 2015)

Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions. - Sarat Babu Moka; Sandeep Juneja 001 (ACM Trans. Model. Comput. Simul., 2015)

To Lounge or to Queue Up. - Sandeep Juneja 001; D. Manjunath (SIGMETRICS Perform. Evaluation Rev., 2016)

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. - L. Jeff Hong; Sandeep Juneja 001; Guangwu Liu (Oper. Res., 2017)

On the Computation of Dynamic User Equilibrium in the Multiclass Transient Fluid Queue. - Sandeep Juneja 001; Nahum Shimkin (SIGMETRICS Perform. Evaluation Rev., 2017)

Analysis of Perfect Sampling Methods for Hard-sphere Models. - Sarat Babu Moka; Sandeep Juneja 001; M. R. H. Mandjes (SIGMETRICS Perform. Evaluation Rev., 2017)

Random Fixed Points, Limits and Systemic Risk. - Veeraruna Kavitha; Indrajit Saha; Sandeep Juneja 001 (CDC, 2018)

Path-ZVA: General, Efficient, and Automated Importance Sampling for Highly Reliable Markovian Systems. - Daniël Reijsbergen; Pieter-Tjerk de Boer; Werner R. W. Scheinhardt; Sandeep Juneja 001 (ACM Trans. Model. Comput. Simul., 2018)

Sample complexity of partition identification using multi-armed bandits. - Sandeep Juneja 001; Subhashini Krishnasamy (COLT, 2019)

Limiting Distributional Fixed Points in Systemic Risk Graph Models. - Anand Deo; Sandeep Juneja 001 (WSC, 2019)

Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables. - Sarat Babu Moka; Dirk P. Kroese; Sandeep Juneja 001 (WSC, 2019)

Optimal best arm selection for general distributions. - Shubhada Agrawal; Sandeep Juneja 001; Peter W. Glynn (CoRR, 2019)

Optimal $δ$-Correct Best-Arm Selection for Heavy-Tailed Distributions. - Shubhada Agrawal; Sandeep Juneja 001; Peter W. Glynn (ALT, 2020)

Discriminative Learning via Adaptive Questioning. - Achal Bassamboo; Vikas Deep; Sandeep Juneja 001; Assaf Zeevi (CoRR, 2020)

COVID-19 Epidemic Study II: Phased Emergence From the Lockdown in Mumbai. - Prahladh Harsha; Sandeep Juneja 001; Preetam Patil; Nihesh Rathod; Ramprasad Saptharishi; A. Y. Sarath; Sharad Shriram; Piyush Srivastava 001; Rajesh Sundaresan; Nidhin Koshy Vaidhiyan (CoRR, 2020)

City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic. - Shubhada Agrawal; Siddharth Bhandari; Anirban Bhattacharjee; Anand Deo; Narendra M. Dixit; Prahladh Harsha; Sandeep Juneja 001; Poonam Kesarwani; Aditya Krishna Swamy; Preetam Patil; Nihesh Rathod; Ramprasad Saptharishi; et al. (CoRR, 2020)

Regret Minimization in Heavy-Tailed Bandits. - Shubhada Agrawal; Sandeep Juneja 001; Wouter M. Koolen (COLT, 2021)

Optimal Best-Arm Identification Methods for Tail-Risk Measures. - Shubhada Agrawal; Wouter M. Koolen; Sandeep Juneja 001 (NeurIPS, 2021)

Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator. - Anand Deo; Sandeep Juneja 001 (Oper. Res., 2021)

Exact Optimal Fixed Width Confidence Interval Estimation for the Mean. - Vikas Deep; Achal Bassamboo; Sandeep Juneja 001; Assaf Zeevi (WSC, 2022)

Modelling the Delta Covid-19 Wave in Mumbai. - Sandeep Juneja 001; Daksh Mittal (WSC, 2022)

Learning the queue arrivals game equilibrium. - Sandeep Juneja 001 (Queueing Syst. Theory Appl., 2022)

Best arm identification in rare events. - Anirban Bhattacharjee; Sushant Vijayan; Sandeep Juneja 001 (UAI, 2023)

Optimal Best-Arm Identification in Bandits with Access to Offline Data. - Shubhada Agrawal; Sandeep Juneja 001; Karthikeyan Shanmugam; Arun Sai Suggala (CoRR, 2023)

Shift, scale and restart smaller models to estimate larger ones: Agent based simulators in epidemiology. - Daksh Mittal; Sandeep Juneja 001; Shubhada Agrawal (SIGMETRICS Perform. Evaluation Rev., 2023)

Asymptotically Optimal and Computationally Efficient Average Treatment Effect Estimation in A/B testing. - Vikas Deep; Achal Bassamboo; Sandeep K. Juneja (ICML, 2024)

Optimal Top-Two Method for Best Arm Identification and Fluid Analysis. - Agniv Bandyopadhyay; Sandeep Juneja 001; Shubhada Agrawal (NeurIPS, 2024)

Selecting the Safest Design in Rare Event Settings. - Anirban Bhattacharjee; Sandeep Juneja 001 (WSC, 2024)

A Deep Learning Approach for Rare Event Simulation in Diffusion Processes. - Henrik Hult; Aastha Jain; Sandeep Juneja 001; Pierre Nyquist; Sushant Vijayan (WSC, 2024)