Approximation-assisted point estimation

DOI10.1016/S0167-6377(96)00053-3zbMath0882.90050MaRDI QIDQ1362514

Barry L. Nelson, Jin Wang, Bruce W. Schmeiser, Michael R. Taaffe

Publication date: 5 August 1997

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Monte Carlocontrol variatesbiased estimationstochastic simulation estimator

Mathematics Subject Classification ID

Queues and service in operations research (90B22)

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Time-dependent queueing network approximations as simulation external control variates
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