Paper Info
Title
An Empirical-Evaluation Of Antithetic Variates And Quasi-Random Points For Simulating Stochastic Networks
Abstract
This paper is concerned with simulation procedures for estimating the distribution function of the time to complete stochastic activity networks. A conditional Monte Carlo method using uniformly directed cutsets is considered and combined with antithetic variate sampling and quasirandom points. The efficiency of the two variance reduction techniques is compared using CPU times and mean-square errors. By using three examples the study illustrates the decreasing benefits of using quasirandom points over antithetic variate technique as the network size increases.
Year
DOI
Venue
1992
10.1177/003754979205800105
SIMULATION
Keywords
DocType
Volume
STOCHASTIC NETWORK, QUASI-RANDOM POINTS, ANTITHETIC VARIATES, VARIANCE REDUCTION
Journal
58
Issue
ISSN
Citations 
1
0037-5497
0
PageRank 
References 
Authors
0.34
3
1
Name
Order
Citations
PageRank
V. G. Adlakha1499.69