IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES (Q4794301)
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scientific article; zbMATH DE number 1869608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES |
scientific article; zbMATH DE number 1869608 |
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IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES (English)
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2002
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simulation
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asymptotic variance
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quasi control variate
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asymptotic correlation coefficient
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stochastic linear programs
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stochastic partial differential equations
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queuing theory
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