Variance reduction techniques in Monte Carlo methods

A.A.N. Ridder, J.P.C. Kleijnen, R.Y. Rubinstein

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationEncyclopedia of Operations Research & Management Science, 3rd edition
EditorsS.I. Gass, M.C. Fu
Place of PublicationLondon
PublisherSpringer
Number of pages1648
ISBN (Print)9781441911377
Publication statusPublished - 2013

Cite this

Ridder, A. A. N., Kleijnen, J. P. C., & Rubinstein, R. Y. (2013). Variance reduction techniques in Monte Carlo methods. In S. I. Gass, & M. C. Fu (Eds.), Encyclopedia of Operations Research & Management Science, 3rd edition London: Springer.