Adaptive simulation using perfect control variates (Q4668005): Difference between revisions

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Latest revision as of 10:03, 10 June 2024

scientific article; zbMATH DE number 2158170
Language Label Description Also known as
English
Adaptive simulation using perfect control variates
scientific article; zbMATH DE number 2158170

    Statements

    Adaptive simulation using perfect control variates (English)
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    18 April 2005
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    adaptive Monte Carlo method
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    variance reduction
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    efficiency improvement
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    approximating martingales
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    perfect control variates
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    estimation
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    performance measures
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    stochastic systems
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    Markov chains
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    Identifiers

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