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 proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationEncyclopedia of Operations Research and Management Science, 3rd Edition
EditorsS.I. Gass, M.C. Fu
Place of PublicationNew York
PublisherSpringer Verlag
Pages1598-1610
Number of pages1250
ISBN (Print)9781441911377
Publication statusPublished - 2013

Cite this

Kleijnen, J. P. C., Ridder, A. A. N., & Rubinstein, R. Y. (2013). Variance reduction techniques in Monte Carlo methods. In S. I. Gass, & M. C. Fu (Eds.), Encyclopedia of Operations Research and Management Science, 3rd Edition (pp. 1598-1610). New York: Springer Verlag.
Kleijnen, Jack P.C. ; Ridder, A.A.N. ; Rubinstein, R.Y. / Variance reduction techniques in Monte Carlo methods. Encyclopedia of Operations Research and Management Science, 3rd Edition. editor / S.I. Gass ; M.C. Fu. New York : Springer Verlag, 2013. pp. 1598-1610
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Kleijnen, JPC, Ridder, AAN & Rubinstein, RY 2013, Variance reduction techniques in Monte Carlo methods. in SI Gass & MC Fu (eds), Encyclopedia of Operations Research and Management Science, 3rd Edition. Springer Verlag, New York, pp. 1598-1610.

Variance reduction techniques in Monte Carlo methods. / Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.

Encyclopedia of Operations Research and Management Science, 3rd Edition. ed. / S.I. Gass; M.C. Fu. New York : Springer Verlag, 2013. p. 1598-1610.

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

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

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

A2 - Gass, S.I.

A2 - Fu, M.C.

PB - Springer Verlag

CY - New York

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Kleijnen JPC, Ridder AAN, Rubinstein RY. Variance reduction techniques in Monte Carlo methods. In Gass SI, Fu MC, editors, Encyclopedia of Operations Research and Management Science, 3rd Edition. New York: Springer Verlag. 2013. p. 1598-1610