Quasi Random Sampling for Operations Management
نویسنده
چکیده
We look at the benefits of using a kind of quasi-random numbers to obtain more accurate results for a given number of simulation runs. We explore a sampling method with enhanced independence in multidimensional simulations by combining the ideas of stratified sampling and Latin Hypercube sampling. We test the new sampling method by comparing it with traditional stratified sampling and Latin Hypercube sampling applied to various operations management problems.
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