Approximating Martingales for Variance Reduction in Markov Process Simulation
| Year of publication: |
2002
|
|---|---|
| Authors: | Henderson, Shane G. ; Glynn, Peter W. |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 27.2002, 2, p. 253-271
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