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Original Articles

On controlling variates in network simulation

Pages 241-249 | Received 01 Apr 1987, Published online: 27 Jun 2007

References

  • Anderson , T.W. 1984 . An introduction to multivariate statistical analysis , New York : Wiley .
  • Grant , F.H. and Solberg , J.J. 1983 . “ Variance reduction techniques in stochastic shortest route analysis: application procedures and results ” . In Math, and Comp, in Simulation XXV 366 – 375 .
  • Lavenberg , S.S. and Welch , P.D. 1981 . A perspective of the use of control variables to increase the efficiency of Monte Carlo simulations . Manag. Sci , 27 ( 3 ) : 322 – 335 .
  • Rubinstein , R.Y. 1986 . Monte Carlo optimization, simulation and sensitivity of queuing networks , New York : Wiley .
  • Venkatraman , S. and Wilson , J.R. 1985 . Using path control variates in activity network simulation . Proc. of the 1985 winter simulation conference . 1985 , Piscataway, NJ. pp. 217 – 225 . IEEE

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