Monte Carlo Sampling and Variance Reduction Techniques

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

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Original languageEnglish
Title of host publicationEncyclopedia of Operations Research and Management Science
EditorsS. Gass, C. Harris
Place of PublicationBoston
PublisherKluwer Academic Publishers
Pages405-407
Number of pages3
Publication statusPublished - 1996

Cite this

Kleijnen, J. P. C., & Rubinstein, R. Y. (1996). Monte Carlo Sampling and Variance Reduction Techniques. In S. Gass, & C. Harris (Eds.), Encyclopedia of Operations Research and Management Science (pp. 405-407). Kluwer Academic Publishers.