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APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.

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Bibliographic Details
Title: APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.
Authors: Henderson, Shane G.1 henderson@orie.cornell.edu, Glynn, Peter W.2 GLYNN@stanford.edu
Source: Mathematics of Operations Research (INFORMS). May2002, Vol. 27 Issue 2, p253. 19p.
Database: Business Source Ultimate
Description
ISSN:0364765X
DOI:10.1287/moor.27.2.253.329