IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES

DOI10.1081/STM-120014220zbMath1039.65006OpenAlexW2036174444MaRDI QIDQ4794301

Burton Simon, Markus Emsermann

Publication date: 2002

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-120014220

zbMATH Keywords

simulationstochastic partial differential equationsasymptotic variancestochastic linear programsqueuing theoryasymptotic correlation coefficientquasi control variate

Mathematics Subject Classification ID

Related Items (5)

A generalized approximate control variate framework for multifidelity uncertainty quantification ⋮ IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES ⋮ Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization ⋮ A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems ⋮ Multifidelity approaches for optimization under uncertainty

Cites Work

• The Asymptotic Efficiency of Simulation Estimators
• IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES
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