Choosing sample path length and number of sample paths when starting in steady state (Q1892103)

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scientific article; zbMATH DE number 761911
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Choosing sample path length and number of sample paths when starting in steady state
scientific article; zbMATH DE number 761911

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    Choosing sample path length and number of sample paths when starting in steady state (English)
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    8 June 1995
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    mean estimation
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    strictly stationary stochastic process
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    Monte Carlo sampling
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    optimal policy
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    specified accuracy
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    relative cost ratio
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    autocorrelation functions
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