Integrated variance reduction strategies for simulation

Operations Research

Volumn 44, Issue 2, 1996, Pages 327-346

  Avramidis, Athanassios N ^a   Wilson, James R ^b  

^a Research Group   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; EFFICIENCY; MATHEMATICAL MODELS; MONTE CARLO METHODS; OPTIMAL CONTROL SYSTEMS; PROCESS CONTROL; SAMPLING;

ANTITHETIC VARIATES (AV); COMMON RANDOM NUMBERS (CRN); VARIANCE REDUCTION TECHNIQUES (VRT);

RANDOM PROCESSES;

EID: 0030092459     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.44.2.327     Document Type: Article

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