On the optimality and efficiency of common random numbers (Q799094)
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scientific article; zbMATH DE number 3872635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality and efficiency of common random numbers |
scientific article; zbMATH DE number 3872635 |
Statements
On the optimality and efficiency of common random numbers (English)
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1984
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common random numbers
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variance reduction
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simulation analysis
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stochastic approximation
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