A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
Year of publication: |
1981
|
---|---|
Authors: | Lavenberg, S. S. ; Welch, P. D. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 27.1981, 3, p. 322-335
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | simulation | control variables | variance reduction |
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