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Coupling based estimation approaches for the average reward performance potential in Markov chains - MaRDI portal

Coupling based estimation approaches for the average reward performance potential in Markov chains (Q1796998)

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scientific article; zbMATH DE number 6957765
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English
Coupling based estimation approaches for the average reward performance potential in Markov chains
scientific article; zbMATH DE number 6957765

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    Coupling based estimation approaches for the average reward performance potential in Markov chains (English)
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    17 October 2018
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    value function
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    performance potential
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    perturbation realization factor
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    estimation with geometric variance reduction
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    coupling techniques
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