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View all- Borogovac TVakili PJefferson TFowler JIngalls R(2008)Control variate techniqueProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516811(320-327)Online publication date: 7-Dec-2008
Control variate techniques for Monte Carlo simulation
Abstract
In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.
References
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- Control variate techniques for Monte Carlo simulation
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- IIE: Institute of Industrial Engineers
- INFORMS/CS: Institute for Operations Research and the Management Sciences/College on Simulation
- ASA: American Statistical Association
- ACM: Association for Computing Machinery
- SIGSIM: ACM Special Interest Group on Simulation and Modeling
- IEEE/CS: Institute of Electrical and Electronics Engineers/Computer Society
- NIST: National Institute of Standards and Technology
- (SCS): The Society for Modeling and Simulation International
- IEEE/SMCS: Institute of Electrical and Electronics Engineers/Systems, Man, and Cybernetics Society
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Winter Simulation Conference
Publication History
Published: 07 December 2003
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WSC '03 Paper Acceptance Rate 128 of 189 submissions, 68%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%
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View all- Borogovac TVakili PJefferson TFowler JIngalls R(2008)Control variate techniqueProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516811(320-327)Online publication date: 7-Dec-2008
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