A splitting scheme for control variates
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Publication:1319671
DOI10.1016/0167-6377(93)90069-SzbMath0811.62027MaRDI QIDQ1319671
Athanassios N. Avramidis, James R. Wilson
Publication date: 12 April 1994
Published in: Operations Research Letters (Search for Journal in Brave)
variance reductionexpectationsplitting schemeunbiased variance estimatorasymptotically exact confidence intervalcontrol-variate estimatorunbiased point estimator
Related Items (4)
Unnamed Item ⋮ Selecting the best simulated system with weighted control-variate estimators ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Control variate selection for Monte Carlo integration
Cites Work
- Simulation methodology - an introduction for queueing theorists
- Control Variate Remedies
- Statistical Results on Control Variables with Application to Queueing Network Simulation
- Simulation of stochastic activity networks using path control variates
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