Efficiency improvement techniques

DOI10.1007/BF02136829zbMath0821.62101OpenAlexW2086374769MaRDI QIDQ1805481

Peter W. Glynn

Publication date: 18 May 1995

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02136829

zbMATH Keywords

stratificationimportance samplingconditioningvariance reductioncontrol variatescommon random numbersconditional Monte Carloefficiency of stochastic simulations

Mathematics Subject Classification ID

Applications of statistics (62P99) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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