A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
WSC '83 Proceedings of the 15th conference on Winter Simulation - Volume 2
Dynamic neighborhood bounding for Monte Carlo simulation
WSC '93 Proceedings of the 25th conference on Winter simulation
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In the design and analysis of simulation experiments, it is generally difficult to estimate model performance parameters with adequate precision at an acceptable computing cost. This paper surveys the main variance reduction techniques that have been developed to improve the efficiency of simulation-based performance statistics.