Adaptive simulation using perfect control variates (Q4668005)
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scientific article; zbMATH DE number 2158170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive simulation using perfect control variates |
scientific article; zbMATH DE number 2158170 |
Statements
Adaptive simulation using perfect control variates (English)
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18 April 2005
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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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