Variance reduction techniques in Monte Carlo methods

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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Encyclopedia of Operations Research and Management Science, 3rd Edition
Editors	S.I. Gass, M.C. Fu
Place of Publication	New York
Publisher	Springer Verlag
Pages	1598-1610
Number of pages	1250
ISBN (Print)	9781441911377
Publication status	Published - 2013

Cite this

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title = "Variance reduction techniques in Monte Carlo methods",

author = "Kleijnen, {Jack P.C.} and A.A.N. Ridder and R.Y. Rubinstein",

note = "Appeared earlier as CentER DP 2010-117 Pagination: 1250",

year = "2013",

language = "English",

isbn = "9781441911377",

pages = "1598--1610",

editor = "S.I. Gass and M.C. Fu",

booktitle = "Encyclopedia of Operations Research and Management Science, 3rd Edition",

publisher = "Springer Verlag",

address = "Germany",

}

TY - CHAP

T1 - Variance reduction techniques in Monte Carlo methods

AU - Kleijnen, Jack P.C.

AU - Ridder, A.A.N.

AU - Rubinstein, R.Y.

N1 - Appeared earlier as CentER DP 2010-117 Pagination: 1250

PY - 2013

Y1 - 2013

M3 - Chapter

SN - 9781441911377

SP - 1598

EP - 1610

BT - Encyclopedia of Operations Research and Management Science, 3rd Edition

A2 - Gass, S.I.

A2 - Fu, M.C.

PB - Springer Verlag

CY - New York

ER -