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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
    14 years 29 days 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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