Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Adaptive simulation using perfect control variates - MaRDI portal

Adaptive simulation using perfect control variates (Q4668005)

From MaRDI portal
scientific article; zbMATH DE number 2158170
Language Label Description Also known as
English
Adaptive simulation using perfect control variates
scientific article; zbMATH DE number 2158170

    Statements

    title
    Adaptive simulation using perfect control variates (English)
    0 references
    author
    Shane G. Henderson
    0 references
    Burton Simon
    0 references
    publication date
    18 April 2005
    0 references
    zbMATH Keywords
    adaptive Monte Carlo method
    0 references
    variance reduction
    0 references
    efficiency improvement
    0 references
    approximating martingales
    0 references
    perfect control variates
    0 references
    estimation
    0 references
    performance measures
    0 references
    stochastic systems
    0 references
    Markov chains
    0 references

    Identifiers

    Mathematics Subject Classification ID
    65C05
    0 references
    60J22
    0 references
    65C40
    0 references
    zbMATH DE Number
    2158170
    0 references
    OpenAlex ID
    W1975358477
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4668005&oldid=34392357"
    Powered by MediaWiki