Strategies for Combining Antithetic Variates and Control Variates in Designed Simulation Experiments
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Publication:4320095
DOI10.1287/mnsc.40.8.1021zbMath0813.65144OpenAlexW2082918583MaRDI QIDQ4320095
Publication date: 14 May 1995
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.40.8.1021
performancevariance reductionoptimal experimental designcontrol variatesantithetic variatesstochastic activity network
Optimal statistical designs (62K05) Probabilistic methods, stochastic differential equations (65C99)
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