Monte Carlo sampling and variance reduction techniques

J.P.C. Kleijnen, R.Y. Rubinstein

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationEncyclopedia of Operations Research and Management Science
EditorsS. Gass, C. Harris
Place of PublicationBoston
PublisherKluwer Academic Publishers
Pages524-526
Publication statusPublished - 2001

Cite this

Kleijnen, J. P. C., & Rubinstein, R. Y. (2001). Monte Carlo sampling and variance reduction techniques. In S. Gass, & C. Harris (Eds.), Encyclopedia of Operations Research and Management Science (pp. 524-526). Kluwer Academic Publishers.