Integrated Variance Reduction Strategies for Simulation

DOI10.1287/opre.44.2.327zbMath0857.65149OpenAlexW2161621187MaRDI QIDQ4888184

Athanassios N. Avramidis, James R. Wilson

Publication date: 1996

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

Full work available at URL: https://semanticscholar.org/paper/9919fdd40bf3d6104c595d947365e63c5e3f4cb7

zbMATH Keywords

conditional expectationLatin hypercube samplingvariance reductionstochastic activity networkscontrol variatesantithetic variatesexperimental performance evaluationcorrelation inductionasymptotic variance comparisonsfinite-horizon simulation experiment

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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