VARIANCE REDUCTION - THE CURRENT STATE

被引:3
作者
WILSON, JR
机构
关键词
D O I
10.1016/0378-4754(83)90032-0
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
引用
收藏
页码:55 / 59
页数:5
相关论文
共 17 条
[1]   INTERPRETATION OF CONDITIONAL MONTE-CARLO AS A FORM OF IMPORTANCE SAMPLING [J].
DUBI, A ;
HOROWITZ, YS .
SIAM JOURNAL ON APPLIED MATHEMATICS, 1979, 36 (01) :115-122
[2]  
FISHMAN GS, UNPUB OPER RES
[3]  
Gordon G. R., 1978, Journal of Statistical Computation and Simulation, V8, P85, DOI 10.1080/00949657808810255
[4]  
Hopmans A. C. M., 1979, Mathematics and Computers in Simulation, V21, P209, DOI 10.1016/0378-4754(79)90136-8
[5]   REGENERATIVE SIMULATION WITH INTERNAL CONTROLS [J].
IGLEHART, DL ;
LEWIS, PAW .
JOURNAL OF THE ACM, 1979, 26 (02) :271-282
[6]  
KLEIJNEN J, 1974, STATISTICAL TECHNI 1
[7]   DAGGER-SAMPLING MONTE-CARLO FOR SYSTEM UNAVAILABILITY EVALUATION [J].
KUMAMOTO, H ;
TANAKA, K ;
INOUE, K ;
HENLEY, EJ .
IEEE TRANSACTIONS ON RELIABILITY, 1980, 29 (02) :122-125
[8]   CONCOMITANT CONTROL VARIABLES APPLIED TO THE REGENERATIVE SIMULATION OF QUEUING SYSTEMS [J].
LAVENBERG, SS ;
MOELLER, TL ;
SAUER, CH .
OPERATIONS RESEARCH, 1979, 27 (01) :134-160
[9]   STATISTICAL RESULTS ON CONTROL VARIABLES WITH APPLICATION TO QUEUING NETWORK SIMULATION [J].
LAVENBERG, SS ;
MOELLER, TL ;
WELCH, PD .
OPERATIONS RESEARCH, 1982, 30 (01) :182-202
[10]  
LAVENBERG SS, 1979 P WINT SIM C, P291