One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm
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- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-30 (All new papers)
- NEP-CMP-2011-01-30 (Computational Economics)
- NEP-ORE-2011-01-30 (Operations Research)
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