Choosing sample path length and number of sample paths when starting in steady state (Q1892103)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Choosing sample path length and number of sample paths when starting in steady state
scientific article

    Statements

    Choosing sample path length and number of sample paths when starting in steady state (English)
    0 references
    0 references
    8 June 1995
    0 references
    mean estimation
    0 references
    strictly stationary stochastic process
    0 references
    Monte Carlo sampling
    0 references
    optimal policy
    0 references
    specified accuracy
    0 references
    relative cost ratio
    0 references
    autocorrelation functions
    0 references

    Identifiers