Batch size effects on the efficiency of control variates in simulation

Barry L. Nelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


This paper considers the combined use of control variates and batching for estimating the steady-state mean of an infinite-horizon process via simulation. Properties of the point and interval estimators from such a procedure are derived as functions of the number of batches and the number of control variates when the total sample size is fixed.

Original languageEnglish (US)
Pages (from-to)184-196
Number of pages13
JournalEuropean Journal of Operational Research
Issue number2
StatePublished - Nov 27 1989


  • Simulation
  • multivariate statistics
  • regression

ASJC Scopus subject areas

  • Computer Science(all)
  • Modeling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management


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