Zero-Variance Importance Sampling Estimators for Markov Process Expectations

DOI10.1287/moor.1120.0569zbMath1291.65029OpenAlexW2131700731MaRDI QIDQ5169668

Hernan Awad, Reuven Y. Rubinstein, Peter W. Glynn

Publication date: 11 July 2014

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

Full work available at URL: https://semanticscholar.org/paper/6df27904c923a3dff907f981e1be2978c7b8e2ba

zbMATH Keywords

simulationimportance samplingMarkov process

Mathematics Subject Classification ID

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