Control variates

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1Combined Screening and Selection of the Best with Control Variates Shing Chih Tsai, Barry L. Nelson and Jeremy Staum Abstract Nelson and Staum derived ranking-and-selection (R&S) procedures that employ control-variate (C

Combined Screening and Selection of the Best with Control Variates Shing Chih Tsai, Barry L. Nelson and Jeremy Staum Abstract Nelson and Staum derived ranking-and-selection (R&S) procedures that employ control-variate (C

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Source URL: users.iems.northwestern.edu

Language: English - Date: 2008-04-14 10:43:58
    2Control Variates for Screening, Selection, and Estimation of the Best BARRY L. NELSON and JEREMY STAUM Northwestern University Ranking and selection procedures (R&S) were developed by statisticians to search for the bes

    Control Variates for Screening, Selection, and Estimation of the Best BARRY L. NELSON and JEREMY STAUM Northwestern University Ranking and selection procedures (R&S) were developed by statisticians to search for the bes

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    Source URL: users.iems.northwestern.edu

    Language: English - Date: 2005-11-22 23:42:08
      3Control Variates for Probability and Quantile Estimation Timothy C. Hesterberg j Barry L. Nelson MathSoft, 1700 Westlake Avenue N., Suite 500, Seattle, WashingtonDepartment of Industrial Engineering and Management

      Control Variates for Probability and Quantile Estimation Timothy C. Hesterberg j Barry L. Nelson MathSoft, 1700 Westlake Avenue N., Suite 500, Seattle, WashingtonDepartment of Industrial Engineering and Management

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      Source URL: users.iems.northwestern.edu

      Language: English - Date: 2007-06-06 12:36:32
        4Mathematics-in-Industry Case Studies Journal, Volume 2, ppOptimized Least-squares Monte Carlo for Measuring Counterparty Credit Exposure of American-style Options Kin Hung (Felix) Kan

        Mathematics-in-Industry Case Studies Journal, Volume 2, ppOptimized Least-squares Monte Carlo for Measuring Counterparty Credit Exposure of American-style Options Kin Hung (Felix) Kan

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        Source URL: www.fields.utoronto.ca

        Language: English - Date: 2015-03-23 09:45:54
        5Baseline: Practical Control Variates for Agent Evaluation in Zero-Sum Domains Joshua Davidson, Christopher Archibald and Michael Bowling {joshuad, archibal, bowling}@ualberta.ca Department of Computing Science University

        Baseline: Practical Control Variates for Agent Evaluation in Zero-Sum Domains Joshua Davidson, Christopher Archibald and Michael Bowling {joshuad, archibal, bowling}@ualberta.ca Department of Computing Science University

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        Source URL: poker.cs.ualberta.ca

        Language: English - Date: 2013-08-20 15:50:17
        6PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme

        PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme

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        Source URL: fbe.unimelb.edu.au

        Language: English - Date: 2013-08-05 02:12:16
        7

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        Source URL: jveness.info

        Language: English - Date: 2012-02-02 15:47:56
        8INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING Int. J. Numer. Meth. Engng[removed]Published online in Wiley Online Library (wileyonlinelibrary.com). DOI: [removed]nme.4761 Multifidelity approaches for optimizat

        INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING Int. J. Numer. Meth. Engng[removed]Published online in Wiley Online Library (wileyonlinelibrary.com). DOI: [removed]nme.4761 Multifidelity approaches for optimizat

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        Source URL: web.mit.edu

        Language: English - Date: 2014-10-06 09:25:07
        9Variance Reduction in Monte-Carlo Tree Search Joel Veness University of Alberta Marc Lanctot University of Alberta

        Variance Reduction in Monte-Carlo Tree Search Joel Veness University of Alberta Marc Lanctot University of Alberta

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        Source URL: webdocs.cs.ualberta.ca

        Language: English - Date: 2012-03-21 23:53:44
        10Lecture Notes on Monte Carlo Methods Fall Semester, 2005 Courant Institute of Mathematical Sciences, NYU Jonathan Goodman, [removed] Chapter 3: Variance Reduction.

        Lecture Notes on Monte Carlo Methods Fall Semester, 2005 Courant Institute of Mathematical Sciences, NYU Jonathan Goodman, [removed] Chapter 3: Variance Reduction.

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        Source URL: www.math.nyu.edu

        Language: English - Date: 2005-11-08 16:13:43