Stopping rules for the stochastic nested partitions method

DOI10.1023/A:1010055101140zbMath1009.90077MaRDI QIDQ1577408

Shi, Leyuan, Sigurdur Ólafsson

Publication date: 4 September 2000

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

nested partitions; combinatorial problems; Markov chain; Markov chain Monte Carlo methods; stochastic performance functions

Mathematics Subject Classification ID

90C15: Stochastic programming

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

90C40: Markov and semi-Markov decision processes