A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (Q3899379)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
scientific article

    Statements

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