Strategies for Combining Antithetic Variates and Control Variates in Designed Simulation Experiments

DOI10.1287/MNSC.40.8.1021MaRDI QIDQ4320095zbMATH OpenOpenAlexFDO

Authors Chimyung Kwon, Jeffrey D. Tew

Publication date 14 May 1995

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.40.8.1021

zbMATH Keywords

antithetic variatescontrol variatesoptimal experimental designperformancestochastic activity networkvariance reduction

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(5)

• Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
• Combining antithetic variates and control variates in simulation experiments
• Combined correlation methods for metamodel estimation in multipopulation simulation experiments
• Controlling antithetic variates
• Antithetic variates revisited again

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