Standardized routing variables: a new class of control variates

DOI10.1080/00949659308811493MaRDI QIDQ4851437zbMATH OpenOpenAlexFDO

Authors James R. Wilson, Kenneth W. jun. Bauer

Publication date 8 November 1999

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659308811493

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Control-variate selection criteria
• Simulation of stochastic activity networks using path control variates
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Variance reduction in queueing simulation using generalized concomitant variables

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