Approximating Martingales for Variance Reduction in Markov Process Simulation
Work
Year: 2002
Type: article
Authors Shane G. Henderson, Peter W. Glynn
Institutions Cornell University, Stanford University
Cites: 24
Cited by: 59
Related to: 10
FWCI: 4.203
Citation percentile (by year/subfield): 92.17
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed