"Approximating Martingales for Variance Reduction in Markov Process Simulation."

Shane G. Henderson, Peter W. Glynn (2002)

Details and statistics

DOI: 10.1287/MOOR.27.2.253.329

access: closed

type: Journal Article

metadata version: 2017-05-28

a service of  Schloss Dagstuhl - Leibniz Center for Informatics