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APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.

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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
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  Data: APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.
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        Value: 10.1287/moor.27.2.253.329
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 253
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      – TitleFull: APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.
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              Text: May2002
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