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115
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WSC
1997
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Modeling And Simulation
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WSC 1997
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On the Efficiency of the Splitting and Roulette Approach for Sensitivity Analysis
15 years 4 months ago
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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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