Simulating Markov-reward processes with rare events

DOI10.1145/1060576.1060578zbMATH Open1390.65022OpenAlexW2061086504MaRDI QIDQ4565353FDOQ4565353

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

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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)

Cited In (1)

• Four Canadian Contributions to Stochastic Modeling

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