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A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains.

Pierre L'EcuyerChristian LécotBruno Tuffin
Published in: Oper. Res. (2008)
Keyphrases
  • monte carlo simulation
  • markov chain
  • monte carlo
  • monte carlo method
  • markov model
  • transition matrix
  • similarity measure
  • finite state
  • dynamic programming
  • statistical model
  • stationary distribution
  • markov process