A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Operations Research
Operations Research
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Constrained Monte Carlo and the method of control variates
Proceedings of the 33nd conference on Winter simulation
Control variate technique: a constructive approach
Proceedings of the 40th Conference on Winter Simulation
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In this paper we present an overview of classical results about the variance reduction technique of control variates. We emphasize aspects of the theory that are of importance to the practitioner, as well as presenting relevant applications.