A Randomized Quasi-Monte Carlo Simulation Method for Markov...

Operations Research 2008 / 08 Vol. 56; Iss. 4

A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

L'Ecuyer, Pierre, Lécot, Christian, Tuffin, Bruno
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Volume:
56
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.1080.0556
Date:
August, 2008
File:
PDF, 306 KB
english, 2008
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