The efficiency of control variates in multiresponse simulation
- 30 June 1986
- journal article
- Published by Elsevier in Operations Research Letters
- Vol. 5 (1) , 37-42
- https://doi.org/10.1016/0167-6377(86)90098-2
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Efficiency of Multivariate Control Variates in Monte Carlo SimulationOperations Research, 1985
- Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant VariablesManagement Science, 1984
- Control Variates for Multipopulation Simulation ExperimentsIIE Transactions, 1984
- Variance reduction in queueing simulation using generalized concomitant variablesJournal of Statistical Computation and Simulation, 1984
- Variance reduction techniques in stochastic shortest route analysis: application procedures and resultsMathematics and Computers in Simulation, 1983
- Statistical Results on Control Variables with Application to Queueing Network SimulationOperations Research, 1982
- A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo SimulationsManagement Science, 1981
- Analysis of Simulation Experiments Under Normality AssumptionsJournal of the Operational Research Society, 1978