Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
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Publication:3963993
DOI10.1287/mnsc.28.5.550zbMath0498.65065OpenAlexW1981409547MaRDI QIDQ3963993
W. David Kelton, Averill M. Law
Publication date: 1982
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.28.5.550
Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Probabilistic methods, stochastic differential equations (65C99)
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