Nova, Acácio M. De O. Porta; Wilson, James R. - In: Management Science 35 (1989) 11, pp. 1316-1333
This paper provides a unified development of the method of control variates for simulation experiments in which the … of this topic, we allow both the input and output of the metamodel to be multidimensional so that control variates can be … with a homogeneous covariance structure across the points of the experimental design, we develop control variates …