Generalized Look-Ahead Methods for Computing Stationary Densities

DOI10.1287/moor.1120.0547zbMath1297.60045OpenAlexW2038983037MaRDI QIDQ2925342

R. Anton Braun, John Stachurski, Huiyu Li

Publication date: 21 October 2014

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/econ/wp558.pdf

zbMATH Keywords

simulationnumerical methodsdensities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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