A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (Q3899379)
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English | A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations |
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A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (English)
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1981
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survey paper
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control variables
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simulation of complex systems
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multiple estimators
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statistical estimation
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confidence interval generation
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variance reduction
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