Simulating markov-reward processes with rare events (Q4565353)

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scientific article; zbMATH DE number 6886369
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Simulating markov-reward processes with rare events
scientific article; zbMATH DE number 6886369

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    Simulating markov-reward processes with rare events (English)
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    12 June 2018
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    Markov reward processes
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    Markovian event systems
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    variance of time averages
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    rare event simulation
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    rare events
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    simulation
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