Fishman, G. S.; Kulkarni, V. G. - In: Management Science 38 (1992) 10, pp. 1432-1444
This paper compares the performances of two well-known Monte Carlo procedures for estimating an unknown quantity as the size of the problem grows. One method based on the standard Monte Carlo approach generates K i.i.d. data points. The other derives its data from a single K-step sample path...