APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION.
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| Title: | APPROXIMATING MARTINGALES FOR VARIANCE REDUCTION IN MARKOV PROCESS SIMULATION. |
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| 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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