Sullivan, Robert S.; Hayya, Jack C.; Schaul, Ronny - In: Management Science 28 (1982) 5, pp. 563-572
This paper investigates the efficiency of antithetic variate simulation for estimating the expected completion time of … stochastic networks. The method is compared with Monte Carlo simulation and considers both computation effort and the variance of … average the antithetic variate method can provide the same precision as Monte Carlo simulation, but with approximately 1/4 the …