Simulating Markov-reward processes with rare events

DOI10.1145/1060576.1060578MaRDI QIDQ4565353zbMATH OpenOpenAlexFDO

Authors Winfried K. Grassmann, Jingxiang Luo

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1060576.1060578

zbMATH Keywords

simulationrare eventsrare event simulationMarkov reward processesMarkovian event systemsvariance of time averages

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(1)

• Four Canadian Contributions to Stochastic Modeling

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