New Procedures to Select the Best Simulated System Using Common Random Numbers.

Stephen E. Chick Koichiro Inoue

Published in: Manag. Sci. (2001)

Keyphrases

random numbers
uniformly distributed
random number generators
pseudo random number
random number
pseudorandom
variance reduction
markov chain
pseudo random number generators
reinforcement learning
upper bound
markov random field
maximum likelihood
uniform distribution