Simulating markov-reward processes with rare events

DOI10.1145/1060576.1060578zbMath1390.65022OpenAlexW2061086504MaRDI QIDQ4565353

Jingxiang Luo, Winfried K. Grassmann

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1060576.1060578

zbMATH Keywords

simulationrare eventsMarkov reward processesrare event simulationMarkovian event systemsvariance of time averages

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Four Canadian Contributions to Stochastic Modeling

This page was built for publication: Simulating markov-reward processes with rare events