On the optimality and efficiency of common random numbers (Q799094)
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scientific article; zbMATH DE number 3872635
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| English | On the optimality and efficiency of common random numbers |
scientific article; zbMATH DE number 3872635 |
Statements
On the optimality and efficiency of common random numbers (English)
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1984
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common random numbers
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variance reduction
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simulation analysis
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stochastic approximation
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0.8899838328361511
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0.8890514373779297
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0.8743561506271362
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0.8590957522392273
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0.8264085650444031
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