Integrated Variance Reduction Strategies for Simulation (Q4888184)

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scientific article; zbMATH DE number 909754
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Integrated Variance Reduction Strategies for Simulation
scientific article; zbMATH DE number 909754

    Statements

    Integrated Variance Reduction Strategies for Simulation (English)
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    1996
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    variance reduction
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    finite-horizon simulation experiment
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    conditional expectation
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    correlation induction
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    antithetic variates
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    Latin hypercube sampling
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    control variates
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    asymptotic variance comparisons
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    experimental performance evaluation
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    stochastic activity networks
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