Integrated Variance Reduction Strategies for Simulation (Q4888184)
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scientific article; zbMATH DE number 909754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated Variance Reduction Strategies for Simulation |
scientific article; zbMATH DE number 909754 |
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Integrated Variance Reduction Strategies for Simulation (English)
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1996
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variance reduction
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finite-horizon simulation experiment
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conditional expectation
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correlation induction
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antithetic variates
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Latin hypercube sampling
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control variates
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asymptotic variance comparisons
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experimental performance evaluation
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stochastic activity networks
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