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    WSC
    1997
    109views Modeling And Simulation» more  WSC 1997»
    On the Efficiency of the Splitting and Roulette Approach for Sensitivity Analysis
    13 years 6 months ago
    On the Efficiency of the Splitting and Roulette Approach for Sensitivity Analysis
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    The paper is devoted to a brief review of a mathematical theory for the branching variance-reduction technique. The branching technique is an extension of von Neumann’s splittin...
    Viatcheslav B. Melas
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