Simulating Discounted Costs

DOI10.1287/MNSC.35.11.1297MaRDI QIDQ3488983zbMATH OpenOpenAlexFDO

Authors Bennett L. Fox, Peter W. Glynn

Publication date 1989

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/8676

zbMATH Keywords

regenerative structuresemi-Markov processsimulation

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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