A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

DOI10.1287/opre.1080.0556zbMath1167.90673OpenAlexW2166649678MaRDI QIDQ3392222

Pierre L'Ecuyer, Bruno Tuffin, Christian Lécot

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4db3f5a7f9b3673427d31363cf302b77c1d268ab

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov and semi-Markov decision processes (90C40)

Related Items (18)

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Uses Software

• Colt

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