George Markowsky
J. Math. Anal. Appl.
Some theoretical and practical aspects of common random numbers (CRN) for variance reduction in simulation analysis are considered. A simple proof of the optimality of CRN is presented and the efficiency of this technique for variance reduction is discussed. Applications of CRN to production planning and inventory problems while using stochastic approximation are given. © 1984.
George Markowsky
J. Math. Anal. Appl.
J. LaRue, C. Ting
Proceedings of SPIE 1989
Igor Devetak, Andreas Winter
ISIT 2003
Hang-Yip Liu, Steffen Schulze, et al.
Proceedings of SPIE - The International Society for Optical Engineering