A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
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Publication:3899379
DOI10.1287/mnsc.27.3.322zbMath0452.65004OpenAlexW2033262566MaRDI QIDQ3899379
Stephen S. Lavenberg, Peter D. Welch
Publication date: 1981
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.27.3.322
survey papervariance reductionstatistical estimationcontrol variablesmultiple estimatorsconfidence interval generationsimulation of complex systems
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
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