Stopping rules for the stochastic nested partitions method

DOI10.1023/A:1010055101140zbMath1009.90077OpenAlexW182866485MaRDI QIDQ1577408

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

nested partitionscombinatorial problemsMarkov chainMarkov chain Monte Carlo methodsstochastic performance functions

Mathematics Subject Classification ID

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

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