Adaptive simulation using perfect control variates (Q4668005)

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scientific article; zbMATH DE number 2158170
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English
Adaptive simulation using perfect control variates
scientific article; zbMATH DE number 2158170

    Statements

    title
    Adaptive simulation using perfect control variates (English)
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    author
    Shane G. Henderson
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    Burton Simon
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    publication date
    18 April 2005
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    zbMATH Keywords
    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

    Mathematics Subject Classification ID
    65C05
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    60J22
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    65C40
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    zbMATH DE Number
    2158170
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    OpenAlex ID
    W1975358477
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