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). Springer Verlag.