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Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains.

Christian LécotBruno Tuffin
Published in: Monte Carlo Methods Appl. (2004)
Keyphrases
  • markov chain
  • monte carlo method
  • monte carlo
  • quasi monte carlo
  • steady state
  • monte carlo simulation
  • markov model
  • finite state
  • dynamic programming
  • text mining