Bias Properties of Budget Constrained Simulations

DOI10.1287/OPRE.38.5.801zbMath0743.65006OpenAlexW1970720528MaRDI QIDQ3971844

Philip Heidelberger, Peter W. Glynn

Publication date: 25 June 1992

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

Full work available at URL: https://semanticscholar.org/paper/a4c87b6cb9de558f0b434ed968342180bb85a857

zbMATH Keywords

Monte Carlo simulationsestimation proceduresmultiple processor computersbias characteristicsbudget constrained simulations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Probabilistic methods, stochastic differential equations (65C99)

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