Martin C. Gutzwiller
Physica D: Nonlinear Phenomena
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.
Martin C. Gutzwiller
Physica D: Nonlinear Phenomena
Paul J. Steinhardt, P. Chaudhari
Journal of Computational Physics
Yi Zhou, Parikshit Ram, et al.
ICLR 2023
Martin Charles Golumbic, Renu C. Laskar
Discrete Applied Mathematics