Stopping rules for the stochastic nested partitions method

DOI10.1023/A:1010055101140MaRDI QIDQ1577408zbMATH OpenOpenAlexFDO

Authors Sigurdur Ólafsson, Shi, Leyuan

Publication date 4 September 2000

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010055101140

zbMATH Keywords

Markov chainMarkov chain Monte Carlo methodscombinatorial problemsnested partitionsstochastic performance functions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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