Bias Properties of Budget Constrained Simulations
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Publication:3971844
DOI10.1287/opre.38.5.801zbMath0743.65006MaRDI QIDQ3971844
Peter W. Glynn, Philip Heidelberger
Publication date: 25 June 1992
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a4c87b6cb9de558f0b434ed968342180bb85a857
Monte Carlo simulations; estimation procedures; multiple processor computers; bias characteristics; budget constrained simulations
65C05: Monte Carlo methods
65Y05: Parallel numerical computation
65C99: Probabilistic methods, stochastic differential equations