Combining antithetic variates and control variates in simulation experiments

DOI10.1145/240896.240899zbMath0887.65146OpenAlexW2088897998MaRDI QIDQ4369955

Wei-Ning Yang, Wei-Wen Liou

Publication date: 14 January 1998

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

variance reductionstochastic simulationcontrol variatesantithetic variatesdiscrete-event simulation

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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