"Approximating Martingales for Variance Reduction in Markov Process Simulation."

Shane G. Henderson, Peter W. Glynn (2002)

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DOI: 10.1287/MOOR.27.2.253.329

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type: Journal Article

metadata version: 2017-05-28

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Shane G. Henderson, Peter W. Glynn:
Approximating Martingales for Variance Reduction in Markov Process Simulation. Math. Oper. Res. 27(2): 253-271 (2002)

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