On confidence intervals from simulation of finite Markov chains
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Publication:1374692
DOI10.1007/BF01217693zbMath0889.90153MaRDI QIDQ1374692
Apostolos N. Burnetas, Michael N. Katehakis
Publication date: 10 December 1997
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
confidence intervalsdiscrete Markov chainsexpected average rewardexpected first passage timessimulation.
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)
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